Harding Loevner Treynor Ratio 
HLIZX  USA Fund  USD 23.11 0.11 0.48% 
Symbol 
 =  0.1201 
ER[a]  =  Expected return on investing in Harding Loevner 
BETA  =  Beta coefficient between Harding Loevner and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
Harding Loevner International E is rated below average in treynor ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 28.98 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Harding Loevner International E is roughly 28.98
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 

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All Harding Loevner Technical Indicators
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Pattern Recognition  
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Risk Adjusted Performance  0.0905  
Market Risk Adjusted Performance  0.1301  
Mean Deviation  0.4179  
Semi Deviation  0.4571  
Downside Deviation  0.7204  
Coefficient Of Variation  668.71  
Standard Deviation  0.6132  
Variance  0.376  
Information Ratio  0.0304  
Jensen Alpha  0.0388  
Total Risk Alpha  0.0177  
Sortino Ratio  0.0259  
Treynor Ratio  0.1201  
Maximum Drawdown  3.48  
Value At Risk  (0.86)  
Potential Upside  0.9576  
Downside Variance  0.5189  
Semi Variance  0.209  
Expected Short fall  (0.48)  
Skewness  (0.44)  
Kurtosis  3.09 
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