## NASDAQ Composite Treynor Ratio |
XCM |

XCMP -- USA Index | ## 11,025 80.71 0.74% |

Symbol |

| = | 0.0 |

ER[a] | = | Expected return on investing in NASDAQ Composite |

BETA | = | Beta coefficient between NASDAQ Composite and the market |

RFR | = | Risk Free Rate of return. Typically T-Bill Rate |

## Treynor Ratio Comparison

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.

Compare NASDAQ Composite to competition |

## Thematic Opportunities

### Explore Investment Opportunities

## NASDAQ Composite Technical Signals

### All NASDAQ Composite Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.133 | ||

Mean Deviation | 0.4113 | ||

Semi Deviation | 0.2674 | ||

Downside Deviation | 0.8211 | ||

Coefficient Of Variation | 363.86 | ||

Standard Deviation | 0.5895 | ||

Variance | 0.3475 | ||

Information Ratio | 0.058 | ||

Total Risk Alpha | 0.0063 | ||

Sortino Ratio | 0.0416 | ||

Maximum Drawdown | 3.12 | ||

Value At Risk | (0.91) | ||

Potential Upside | 1.11 | ||

Downside Variance | 0.6742 | ||

Semi Variance | 0.0715 | ||

Expected Short fall | (0.52) | ||

Skewness | (0.60) | ||

Kurtosis | 2.08 |