T Rowe Total Risk Alpha
| TFILX Fund | | | USD 9.44 -0.01 -0.11% |
The Total Risk Alpha technical lookup provides 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 0.0199. 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] |
| = | 0.0199 | |
| 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
TFILX Total Risk Alpha Relative To Other Indicators
T Rowe Price is evaluated as
fifth in Total Risk Alpha in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
47.97 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for T Rowe Price is roughly
47.97 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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