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# 川纳指标

## 川纳指标的公式 编辑本段

$TI_p=\frac{R_p-R_f}{\beta_p}$

其中Rp为证券组合p的实际报酬率,Rf为无风险报酬率，βp为证券p的贝他值(Beta),

βp=$\frac{Cov(R_p,R_m)}{Var(R_m)}$

川纳指标可以为正或负(为负的状况很少)。

Treynor ratio is a simple extension of Sharpe Ratio. On the formula，it uses Beta as denominator，which solves a limitation of sharpe ratio that the latter uses total risk as a measure of risk when only systematic risk is priced.

Neither sharpe ratio nor Treynor ratio provided infomation about economic significance of differences in performance.

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