| BAIESCA Fund | | | DKK 114.35 0.20 0.18% |
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Bankinvest Europa has current Treynor Ratio of 0.6731. 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] - RFRBETA |
| = | 0.6731 | |
| ER[a] | = | Expected return on investing in Bankinvest Europa |
| BETA | = | Beta coefficient between Bankinvest Europa and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bankinvest Europa Treynor Ratio Peers Comparison
Bankinvest Treynor Ratio Relative To Other Indicators
Bankinvest Europa is
third largest fund in treynor ratio among similar funds. It is the top fund in semi variance among similar funds fabricating about
0.27 of Semi Variance per Treynor Ratio. The ratio of Treynor Ratio to Semi Variance for Bankinvest Europa is roughly
3.69 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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