Wat is de Treynor-ratio?

Multiple choice — select the best answer

A(Rendement portefeuille - risicovrije rente) / standaarddeviatie
B(Rendement portefeuille - risicovrije rente) / bèta
CRendement portefeuille / totale kosten
DRendement portefeuille / correlatie met de marktindex

✓ Correct answer: B. (Rendement portefeuille - risicovrije rente) / bèta De Treynor-ratio meet het voor systematisch risico (bèta) gecorrigeerde rendement. Anders dan Sharpe, die de totale volatiliteit gebruikt.

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Wat is de Treynor-ratio?

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