Treynor Ratio

AdvancedRisk Management2 min read

Quick Definition

A risk-adjusted performance measure that evaluates returns earned per unit of systematic (market) risk, as measured by beta.

What Is Treynor Ratio?

The Treynor ratio measures how much excess return a portfolio generates per unit of systematic risk (beta). Unlike the Sharpe ratio which uses total risk, Treynor only considers market-related risk.

Formula: Treynor Ratio = (Portfolio Return - Risk-Free Rate) / Portfolio Beta

When to Use Treynor vs. Sharpe:

ScenarioUse TreynorUse Sharpe
Well-diversified portfolio
Concentrated portfolio
Comparing diversified funds✅ Best✅ Good
Individual stock analysis

Interpreting Treynor Ratios:

Treynor RatioInterpretation
> Market TreynorOutperforming on risk-adjusted basis
= Market TreynorMatching market risk-adjusted return
< Market TreynorUnderperforming on risk-adjusted basis
NegativeEarning less than risk-free rate

Example Calculation:

  • Fund Return: 14%, Risk-Free Rate: 4%, Beta: 1.2
  • Treynor = (14% - 4%) / 1.2 = 8.33
  • Market: (10% - 4%) / 1.0 = 6.0
  • Fund outperforms market on a Treynor basis

Key Insight: The Treynor ratio assumes the portfolio is well-diversified (unsystematic risk eliminated). For undiversified portfolios, use the Sharpe ratio instead.

Formula

Formula

Treynor = (Rp - Rf) / βp

Treynor Ratio Example

  • 1A mutual fund with Treynor ratio of 10 vs market Treynor of 6 is generating superior risk-adjusted returns
  • 2Low-beta utility fund: 8% return, beta 0.5 → Treynor = 8, beating the market Treynor of 6