Raymond James Treynor Ratio 
RJF  USA Stock  USD 84.46 1.40 1.63% 
Symbol 
 =  0.0355 
ER[a]  =  Expected return on investing in Raymond James 
BETA  =  Beta coefficient between Raymond James and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Treynor Ratio Comparison
Raymond James Financial is rated below average in treynor ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 198.05 of Maximum Drawdown per Treynor Ratio. The ratio of Maximum Drawdown to Treynor Ratio for Raymond James Financial is roughly 198.05
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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Risk Adjusted Performance  0.0344  
Market Risk Adjusted Performance  0.0455  
Mean Deviation  1.45  
Semi Deviation  2.0  
Downside Deviation  2.09  
Coefficient Of Variation  3045.16  
Standard Deviation  1.78  
Variance  3.19  
Information Ratio  0.0107  
Jensen Alpha  0.0081  
Total Risk Alpha  (0.010382)  
Sortino Ratio  0.0091  
Treynor Ratio  0.0355  
Maximum Drawdown  7.03  
Value At Risk  (3.49)  
Potential Upside  2.46  
Downside Variance  4.37  
Semi Variance  4.0  
Expected Short fall  (1.35)  
Skewness  (0.57)  
Kurtosis  (0.49) 
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