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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Treynor ratio ： ウィキペディア英語版 Treynor ratio The Treynor ratio (sometimes called the reward-to-volatility ratio or Treynor measure), named after Jack L. Treynor,〔(【引用サイトリンク】title=Treynor Ratio )〕 is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk (e.g., Treasury bills or a completely diversified portfolio), per each unit of market risk assumed. The Treynor ratio relates excess return over the risk-free rate to the additional risk taken; however, systematic risk is used instead of total risk. The higher the Treynor ratio, the better the performance of the portfolio under analysis. ==Formula== :$T\; =\; \backslash frac$ where: :$T\; \backslash equiv$ Treynor ratio, :$r\_i\; \backslash equiv$ portfolio ''is return, :$r\_f\; \backslash equiv$ risk free rate :$\backslash beta\_i\; \backslash equiv$ portfolio ''is beta 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Treynor ratio」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.