T ROWE Market Risk Adjusted Performance
| REVIX Fund | | | USD 18.96 0.30 1.61% |
This dataset for T Rowe Price reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals. Use
Your Equity Center to better understand diversified portfolio construction. All values are based on available data and provided as reference information. T Rowe Price can be added to a watchlist or portfolio for position tracking. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in gross domestic product.
T Rowe Price has current Market Risk Adjusted Performance of 0.1492.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1492 | |
| 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 is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
50.17 of Maximum Drawdown per Market Risk Adjusted Performance. At
50.17 , T Rowe Price's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators