Treynor Index:衡量績效的指標:夏普指標、詹森指標、崔納指標
衡量績效的指標:夏普指標、詹森指標、崔納指標
崔納指標
https://www.fund.gov.tw
英文詞彙. Treynor Index · 係指衡量投資績效的指標之一,可作為選擇投資標的的參考,崔納指標愈大,表示該投資標的績效愈佳;反之,則愈差。 · 相關詞彙.
特雷諾指數
https://wiki.mbalib.com
特雷諾指數(Treynor):特雷諾指數是以基金收益的系統風險作為基金績效調整的因數,反映基金承擔單位系統風險所獲得的超額收益。指數值越大,承擔單位系統風險所獲得 ...
Treynor Index: What it Means
https://www.investopedia.com
The Treynor Index measures the risk-adjusted performance of an investment portfolio by analyzing a portfolio's excess return per unit of risk.
什麼是風險?談Risk Metrics(Beta、Treynor ratio)
https://greenhornfinancefootno
在比較的時候,Treynor ratio愈高愈好。 Treynor ratio有個缺點。因為它風險評量的部位是採用Beta值,而Beta值代表的是系統性風險(或說是市場風險)。假如 ...
Treynor Ratio: What It Is
https://www.investopedia.com
The Treynor ratio, also known as the reward-to-volatility ratio, is a performance metric for determining how much excess return was generated for each unit ...
Treynor ratio
https://en.wikipedia.org
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 ...
Page 253
https://ifinbook.tabf.org.tw
夏普指標夏普指標(Sharpe Index) 是由夏普(Sharpe) 在1966 年所推出的基金 ... 崔納指標崔納指標(Treynor Index) 是由崔納(Treynor) 所推出的基金績效. 248 249 ...
Treynor Ratio - Definition
https://corporatefinanceinstit
The Treynor Ratio is a portfolio performance measure that adjusts for systematic - undiversifiable - risk. In contrast to the Sharpe Ratio, which adjusts ...
23.在投資組合績效評估中,崔納指標(Treynor Index)的計算 ...
https://yamol.tw
在投資組合績效評估中,崔納指標(Treynor Index)的計算方式為: (A)超額報酬/非系統風險 (B)超額報酬/總風險 (C)超額報酬/系統風險 (D)超額報酬/無風險利率.