See Also: Treynor index(finance)
Treynor Index(money)
European, Australia, and Far East index (EAFE index)(finance)
European, Australia, and Far East index (EAFE index)(money)
Morgan Stanley Capital International World Index (MSCI World Index)(money)
Retail price index (RPI) or consumer price index (CPI)(finance)
finance(1)(dictionary)
FINANCE(finance)
finance(2)(dictionary)
Finance(money)

Treynor index (finance)


A measure of the excess return per unit of risk, where excess return is defined as the difference between the portfolio's return and the risk-free rate of return over the same evaluation period and where the unit of risk is the portfolio's beta. Named after Jack Treynor.