T ROWE Value At Risk
| PRCIX Fund | | | USD 7.90 -0.07 -0.88% |
The Value At Risk indicator for T Rowe Price is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings. Review
Your Equity Center to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Diversified allocation aims to distribute exposure across multiple positions. This captures an allocation to T Rowe Price. It is represented within the portfolio holdings. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
T Rowe Price has current Value At Risk of
-0.38. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.38 | |
| ER[a] | = | Expected return on investing in T ROWE |
| STD | = | Standard Deviation of T ROWE |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
T Rowe Price ranks first in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare T ROWE to Peers
Other Technical Indicators