Treynor ratio

Treynor ratio

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This article introduces three foreign " classical " fund performance measurement models , including Sharp ratio , Treynor ratio and Jensen index . Based on that , it manages to explore the evaluation method which is suitable for current Chinese funds market situation , that is Weighted Index .

本文介绍了国外三大经典基金业绩评价模型，即夏普业绩指数、特雷诺业绩指数、以及詹森业绩指数，并在此基础上探索得出适合我国基金市场现状的业绩评价方法&加权指数法。