Blackrock Science Treynor Ratio vs. Semi Variance

BGSAX Fund  USD 58.74  0.10  0.17%   
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Blackrock Science Technology has current Treynor Ratio of 93.75. 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

 = 
93.75
ER[a] = Expected return on investing in Blackrock Science
BETA = Beta coefficient between Blackrock Science and the market
RFR = Risk Free Rate of return. Typically T-Bill Rate

Blackrock Science Treynor Ratio Peers Comparison

Blackrock Treynor Ratio Relative To Other Indicators

Blackrock Science Technology is the top fund in treynor ratio among similar funds. It is currently under evaluation in semi variance among similar funds fabricating about  0.01  of Semi Variance per Treynor Ratio. The ratio of Treynor Ratio to Semi Variance for Blackrock Science Technology is roughly  112.57 
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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