Treynor Ratio
Calculator

Inputs

Treynor ratio (%)
8.181818

Results

Treynor ratio (%)
8.181818
Excess return (%)
9

Investing results

Treynor ratio (%)8.181818
Excess return (%)9

formula-map diagram

Treynor ratio (%)
8.181818
Excess return (%)
9

Investing relationship

Formula

Treynor = (Rp − Rf) ÷ βp

= 8.1818181818182

Note

This is not investment advice. It is a simplified model: it applies the displayed standard formula to the figures you entered, ignores taxes, fees, currency effects and credit risk, and assumes cash flows arrive exactly as scheduled. Real markets do not behave that way, and past or projected returns do not guarantee future results. Check the assumptions and consult a licensed adviser before acting on any figure.

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