T ROWE Total Risk Alpha
| PMEGX Fund | | | USD 49.75 0.02 0.04% |
Historical market data for T Rowe Price forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Review
Your Equity Center to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Monitoring T Rowe Price within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in census.
T Rowe Price has current Total Risk Alpha of 0.0014. 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] |
| = | 0.0014 | |
| 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
2,921 of Maximum Drawdown per Total Risk Alpha. At
2,921 , 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