T Rowe Total Risk Alpha
| TSINX Fund | | | USD 17.19 0.36 2.14% |
The Total Risk Alpha calculation for T Rowe draws on price and volume history. The depth of trading history affects the precision of the indicator.
World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This reflects a position in T Rowe Price. The allocation framework shapes how individual positions are weighted. 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 inflation.
T Rowe Price has current Total Risk Alpha of 0.1663. 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] |
| = | 0.1663 | |
| 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
45.25 of Maximum Drawdown per Total Risk Alpha. At
45.25 , 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