T Rowe Value At Risk
| PRSLX Fund | | | USD 14.48 0.23 1.61% |
This module presents the Value At Risk indicator for T Rowe Price using available market inputs. The indicator computation uses normalized market activity data.
Your Equity Center frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. Monitoring T Rowe Price within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in board of governors.
T Rowe Price has current Value At Risk of
-1.52. 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)) |
| = | -1.52 | |
| 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 is rated
below average 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