T ROWE Market Risk Adjusted Performance
| PRNEX Fund | | | USD 47.75 0.21 0.44% |
This module presents the Market Risk Adjusted Performance indicator for T Rowe Price using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. The
Equity Screeners framework provides wider technical analysis context. Diversification context is available through
Your Equity Center. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. All values are based on available data and provided as reference information. A position in T Rowe Price is indicated here. This is part of the broader portfolio composition. 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 unemployment.
T Rowe Price has current Market Risk Adjusted Performance of 0.783.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.783 | |
| ER[a] | = | Expected return on investing in T ROWE |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
T Rowe Price ranks first in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
10.81 of Maximum Drawdown per Market Risk Adjusted Performance. At
10.81 , T Rowe Price's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators