Treynor Ratio Calculator
Risk-adjusted return using beta: Treynor = (Portfolio return − Risk-free rate) / Beta.
Use the Treynor Ratio Calculator
Enter portfolio return, risk-free rate, and beta. Treynor ratio is calculated.
Inputs
Portfolio return, risk-free rate (%), and beta.
Results
Treynor ratio
0.067
Treynor = (Portfolio return − Risk-free rate) / Beta. Measures excess return per unit of systematic risk.
How this calculator works
Treynor = (Return − Risk-free rate) / Beta. Use annual return and risk-free rate.
How to interpret your results
Higher Treynor is better. Negative means return below risk-free.
FAQs
What is the Treynor ratio?▾
Excess return per unit of systematic (market) risk, measured by beta.
What is beta?▾
Beta measures how much a portfolio moves with the market. Beta of 1 = same as market.
Treynor vs Sharpe?▾
Treynor uses beta (systematic risk); Sharpe uses total volatility (std dev).
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