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Treynor Ratio Calculator — result sheet
Calculate excess portfolio return per unit of systematic market risk using portfolio beta.
Inputs used
Results
Visual chart
Breakdown
Calculation steps
Returned data table
Formula and methodology
Formula: Treynor ratio = (Rp − Rf) ÷ βp.
The Treynor ratio relates a portfolio's excess return to its beta, so it focuses on the return earned per unit of systematic market risk. It is most useful when comparing portfolios that share a meaningful market benchmark and comparable return period.
This result follows the calculator's declared inputs, precision, validation boundaries, and model limits.
Input contract
- Portfolio return — %; minimum -100; maximum 1000
- Risk-free rate — %; minimum -100; maximum 1000
- Portfolio beta — beta; minimum -1000; maximum 1000
Worked example
| Input | Value |
|---|---|
| Portfolio return | 20 |
| Risk-free rate | 3 |
| Portfolio beta | 1.2 |
The risk premium is 17 percentage points and the Treynor ratio is about 0.1417 return units per beta.
Assumptions and limits
- Portfolio return and risk-free rate use the same period and are entered as percentage points.
- Beta represents systematic risk relative to the selected market benchmark.
- A beta near zero makes the ratio unstable; the result does not measure every kind of risk or predict future performance.
Calculator note
Source and methodology
Use the official WorldCalculate methodology policy for the source, formula, precision, and boundary standards behind this calculator.
Planning estimate, not financial, medical, legal, or professional advice. © WorldCalculate — reuse with attribution. Built and curated by Hassan ALRowaie.
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