Treynor Index

Treynor Index
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. The New York Times Financial Glossary
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A measure of the excess return ( excess returns) per unit of risk, where excess return ( excess returns) 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. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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