Alibaba Group Treynor Ratio 
BABA  USA Stock  Trending 
Symbol 
 =  0.1222 
ER[a]  =  Expected return on investing in Alibaba Group 
BETA  =  Beta coefficient between Alibaba Group and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
Alibaba Group Holding Limited is number one stock in treynor ratio category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about 69.58 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Alibaba Group Holding Limited is roughly 69.58
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 riskthe kind of risk that is inherent to the entire market (represented by beta)should be penalized because it cannot be diversified away.Treynor Ratio 

Compare Alibaba Group to competition 
Thematic Opportunities
Explore Investment Opportunities
Alibaba Group Technical Signals
All Alibaba Group 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  0.073  
Market Risk Adjusted Performance  0.1322  
Mean Deviation  1.37  
Semi Deviation  1.91  
Downside Deviation  2.12  
Coefficient Of Variation  910.03  
Standard Deviation  1.81  
Variance  3.29  
Information Ratio  0.0696  
Jensen Alpha  0.0916  
Total Risk Alpha  (0.00011263)  
Sortino Ratio  0.0596  
Treynor Ratio  0.1222  
Maximum Drawdown  8.5  
Value At Risk  (3.07)  
Potential Upside  2.98  
Downside Variance  4.48  
Semi Variance  3.64  
Expected Short fall  (1.33)  
Skewness  (0.61)  
Kurtosis  0.7408 
Search macroaxis.com