T Rowe Value At Risk
| TREHX Fund | | | 17.37 -0.23 -1.31% |
This dataset for T Rowe Price reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
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World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. A position in T Rowe Price appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. This overview is based on available data and does not express a directional view. 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 rate.
T Rowe Price has current Value At Risk of
-0.95. 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)) |
| = | -0.95 | |
| 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 ranks first 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.
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