T ROWE Total Risk Alpha
| PAEIX Fund | | | USD 15.85 -0.37 -2.28% |
The Total Risk Alpha profile for T Rowe Price is based on historical price and volume observations. Normalization methods and data feeds may affect reported values.
Your Equity Center provides context for diversified portfolio design. Additional portfolio transparency improves capital positioning. Tracking T Rowe Price in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in gross domestic product.
T Rowe Price has current Total Risk Alpha of 0.0785. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0785 | |
| ER[a] | = | Expected return on investing in T ROWE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on T ROWE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
T Rowe Price is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
75.24 of Maximum Drawdown per Total Risk Alpha. At
75.24 , T Rowe Price's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare T ROWE to Peers
Other Technical Indicators