T Rowe Total Risk Alpha
| PRDSX Fund | | | USD 43.55 -1.12 -2.51% |
Technical inputs supporting the Total Risk Alpha indicator for T Rowe Price are shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. Portfolio design and allocation context appear in
Your Equity Center. Position sizing and allocation together define the portfolio construction approach. The allocation includes a position in T Rowe Price. The weighting is determined by the allocation framework in use. 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 real.
T Rowe Price has current Total Risk Alpha of 0.082. 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] |
| = | 0.082 | |
| 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
80.46 of Maximum Drawdown per Total Risk Alpha. At
80.46 , 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