Treynor ratio

noun

A measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk, per unit of market risk assumed.

Ask AI about this wordChatGPTClaudePerplexityGoogle AIGrok

Meanings

nounTreynor ratio (plural Treynor ratios)

plural Treynor ratios

  1. businessA measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk, per unit of market risk assumed.

Origin

Named after Jack L. Treynor.

Full word history & related roots →
Cite this entry
APA

Treynor ratio. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/Treynor%20ratio

MLA

“Treynor ratio.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Treynor%20ratio. Accessed November 4, 2026.

Chicago

WatkinsX Dictionary, s.v. “Treynor ratio,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/Treynor%20ratio.

Source: Treynor ratio on Wiktionary, CC BY-SA 4.0.