T ROWE Total Risk Alpha
| TAMVX Fund | | | USD 32.84 -0.71 -2.12% |
The Total Risk Alpha lookup presents technical context for T Rowe Price and related instruments. Coverage depends on data availability and normalization;
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T Rowe Price has current Total Risk Alpha of 0.1593. 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] |
| = | 0.1593 | |
| 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 |
T ROWE Total Risk Alpha Peers Comparison
TAMVX Total Risk Alpha Relative To Other Indicators
T Rowe Price is rated
fifth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
44.53 of Maximum Drawdown per Total Risk Alpha. At
44.53 , 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.
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