特雷诺指数

根据国内的现实情况，采用应用较为广泛、成熟的基金收益率、特雷诺指数、詹森指数、夏普指数对部分基金进行了评价。

Some of securities investment fund is evaluated by fund rate of return , Treynor Index , Jensen Index and Sharpe Index in this article .

并引入传统上用于测量基金绩效的三大经典指标&詹森指数、夏普指数和特雷诺指数，优化处理投资组合模型。

And the paper introduced the the three classic index , Jansen index , Sharp index and the Treynor index which traditionally used for the measurement of fund performance , used to model for portfolio optimization .

开放式基金常用的风险收益评价指标有夏普指数、特雷诺指数和詹森指数，其中夏普指数采用标准差度量风险，特雷诺指数和詹森指数采用β系数度量风险。

The risk gains evaluation index which open founds uses consists of Sharpe Index , Treynor Index and Jensen Index , among which Sharpe Index uses standard difference as risk measurement , Treynor Index and Jensen Index use coefficient risk measurement .

证券投资基金业绩评价指标，国内常用单位净资产和投资收益率两种指标方法，国外一般用夏普指数、特雷诺指数和詹森指数作为评价标准。

As far as the evaluation index of investment fund earning is concerned , two methods are usually practiced at home : the net-asset-per-unit method and the investment-income-ratio method . In the mean time , Sharp Index , Treynor Index and Jensen Index are widely used abroad as evaluation standards .

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。

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 .