TROWE PRICE Total Risk Alpha
| PRSIX Fund | | | USD 20.45 -0.09 -0.44% |
The Total Risk Alpha technical lookup provides context for Trowe Price Personal and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Equity Center provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Trowe Price Personal within the portfolio mix. 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.
Trowe Price Personal has current Total Risk Alpha of 0.017. 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] |
| = | 0.017 | |
| ER[a] | = | Expected return on investing in TROWE PRICE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TROWE PRICE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TROWE PRICE Total Risk Alpha Peers Comparison
TROWE Total Risk Alpha Relative To Other Indicators
Trowe Price Personal is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
113.37 of Maximum Drawdown per Total Risk Alpha. At
113.37 , Trowe Price Personal'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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.