Franklin International Treynor Ratio

DIVI Etf  USD 32.23  0.24  0.75%   
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Franklin International Core has current Treynor Ratio of 0.0893. The Treynor is the reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore, the Treynor Ratio is calculated as [(Portfolio return - Risk-free return)/Beta].

Treynor Ratio

 = 

ER[a] - RFR

BETA

 = 
0.0893
ER[a] = Expected return on investing in Franklin International
BETA = Beta coefficient between Franklin International and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Franklin International Treynor Ratio Peers Comparison

Franklin Treynor Ratio Relative To Other Indicators

Franklin International Core is rated below average in treynor ratio as compared to similar ETFs. It is rated # 5 ETF in maximum drawdown as compared to similar ETFs reporting about  27.15  of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Franklin International Core is roughly  27.15 
This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
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