T ROWE Total Risk Alpha
| TROSX Fund | | | USD 15.92 -0.06 -0.38% |
This module presents the Total Risk Alpha indicator for T Rowe Price using available market inputs. The underlying data comes from exchange-reported trading records.
World Market Map frames the approach to diversified portfolio design. This view summarizes available data without implying outcomes. Tracking T Rowe Price in a portfolio helps measure its contribution to overall performance. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence T Rowe Price's mutual fund valuation — related indicators include
signals in main economic indicators.
T Rowe Price has current Total Risk Alpha of 0.0918. 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] |
| = | 0.0918 | |
| 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 |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
T Rowe Price is rated
third in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
63.97 of Maximum Drawdown per Total Risk Alpha. At
63.97 , 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.
Compare T ROWE to Peers
Other Technical Indicators