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Was ist Treynor-Ratio?

Treynor-Ratio A risk-adjusted return metric that calculates excess return earned per unit of systematic risk (beta), measuring performance relative to market risk.

Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

How is “Treynor-Ratio” Used in Practice?

Das Treynor-Ratio bewertet, wie viel Überschussrendite ein Portfolio pro Einheit Marktrisiko erzielt, und ist bei der Bewertung diversifizierter Portfolios entscheidend.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Was ist Treynor-Ratio?

A risk-adjusted return metric that calculates excess return earned per unit of systematic risk (beta), measuring performance relative to market risk.

Where can I learn this term for free?

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