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 .
TREYNOR INDEX
Meaning of TREYNOR INDEX in English
Campbell R. Harvey. Hypertextual finance English glossary. Английский словарь гипертекстовых финансов. 2012