T Rowe Price Fund Volatility
| PRASX Fund | USD 21.60 -0.02 -0.09% |
Across the designated horizon, T Rowe Price continues to post a low volatility profile. T Rowe Price continues to report a Sharpe Ratio (Efficiency) of 0.0826, reflecting healthy reward-to-volatility behavior over the last 3 months. Current risk dynamics are supported by 26 technical indicators.
Sharpe Ratio = 0.0826
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T Rowe Price posted a Market Risk Adjusted Performance of 0.1%, a Risk of 1.29, and a Risk Adjusted Performance of 0.1% for the reported period. Monthly data indicates T ROWE is positioned around 6% of its historical movement range. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics.
Key indicators related to T ROWE's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
T ROWE's beta measures how much T ROWE's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether T ROWE's risk is primarily market-driven or company-specific.
PRASX |
Volatility Strategy
Volatility in T Rowe Price contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.29% with a beta coefficient of 0.94, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0826, evaluates return per unit of total risk. An alpha value of 0.11 reflects performance relative to systematic market exposure. Expected return estimates near 0.11% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to T ROWE's market risk premium analysis include:
Beta 0.94 | Alpha 0.11 | Risk 1.29 | Sharpe Ratio 0.0826 | Expected Return 0.11 |
Moving together with PRASX Mutual Fund
| 0.63 | PEXMX | T Rowe Price | PairCorr |
| 0.92 | TECIX | T Rowe Price | PairCorr |
| 0.91 | TEIMX | T Rowe Price | PairCorr |
| 0.74 | TEUIX | T Rowe Price | PairCorr |
| 0.86 | OTCFX | T Rowe Price | PairCorr |
| 0.89 | TWRRX | Target 2030 Fund | PairCorr |
| 0.9 | TFBIX | Maryland Tax Free | PairCorr |
| 0.89 | TFBVX | Virginia Tax Free | PairCorr |
| 0.86 | OTIIX | T Rowe Price | PairCorr |
| 0.89 | TFHAX | T Rowe Price | PairCorr |
| 0.88 | TFILX | T Rowe Price | PairCorr |
| 0.93 | TFRRX | Target 2005 Fund | PairCorr |
| 0.94 | PGMSX | T Rowe Price | PairCorr |
| 0.95 | RPBAX | T Rowe Price | PairCorr |
| 0.73 | PGTIX | T Rowe Price | PairCorr |
| 0.95 | RPFDX | T Rowe Price | PairCorr |
| 0.89 | RPGAX | T Rowe Price | PairCorr |
| 0.61 | RPELX | T Rowe Price | PairCorr |
| 0.79 | TGBLX | T Rowe Price | PairCorr |
| 0.64 | RPIDX | T Rowe Price | PairCorr |
| 0.79 | RPIBX | T Rowe Price | PairCorr |
| 0.93 | RPGIX | T Rowe Price | PairCorr |
| 0.64 | RPGEX | T Rowe Price | PairCorr |
Moving against PRASX Mutual Fund
Sensitivity To Market
T ROWE'sT Rowe Price relative market sensitivity is quantified by its beta value of 0.94. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.29%.This summary describes how T Rowe Price has moved rather than why it moved. Standard deviation is near 1.26% and downside deviation is near 1.5%. A fund’s volatility level is shaped by diversification, sector concentration, and the mix of assets held.
3 Months Beta |Analyze T Rowe Price Demand TrendCheck current 90 days T ROWE correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of PRASX is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 1.29 |
For investors in T ROWE, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in T ROWE's returns. T Rowe Price posted a Downside Deviation of 1.50, a Downside Variance of 2.25, and a Maximum Drawdown of 8.27 for the reported period.
Mutual Fund Volatility Analysis
Analyzing T ROWE volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in T ROWE's mutual fund price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. T Rowe Price Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
T ROWE Projected Return Density Against Market
Assuming a 90-day horizon T ROWE has a beta of 0.9376 indicating T Rowe Price market returns are sensitive to returns on the market. As the market goes up or down, T ROWE is expected to follow.T ROWE remains sensitive to broader mutual fund market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. T Rowe Price posted a Downside Deviation of 1.50, a Mean Deviation of 0.88, and a Semi Deviation of 1.32 for the reported period.
Predicted Return Density |
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What Drives a T ROWE Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of T ROWE is 1210.94. The daily returns are distributed with a variance of 1.68 and standard deviation of 1.29. The mean deviation of T Rowe Price is currently at 0.88. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.11 | |
β | Beta against Dow Jones | 0.94 | |
σ | Overall volatility | 1.29 | |
Ir | Information ratio | 0.09 |
Mutual Fund Return Volatility
T ROWE historical daily return volatility represents how much of T ROWE fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.2946% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
| 0.89 | 0.92 | 0.79 | 0.9 | 0.93 | 0.9 | NOMIX | ||
| 0.89 | 0.93 | 0.55 | 0.95 | 0.94 | 0.82 | HSVRX | ||
| 0.92 | 0.93 | 0.6 | 0.95 | 1.0 | 0.95 | TRPBX | ||
| 0.79 | 0.55 | 0.6 | 0.62 | 0.61 | 0.69 | CHTTX | ||
| 0.9 | 0.95 | 0.95 | 0.62 | 0.95 | 0.87 | BIECX | ||
| 0.93 | 0.94 | 1.0 | 0.61 | 0.95 | 0.94 | PRSIX | ||
| 0.9 | 0.82 | 0.95 | 0.69 | 0.87 | 0.94 | ACINX | ||
Risk-Adjusted Indicators
There is a big difference between PRASX Mutual Fund performing well and T ROWE Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze T ROWE's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NOMIX | 0.82 | 0.16 | 0.15 | 0.10 | 0.84 | 1.79 | 8.73 | |||
| HSVRX | 0.96 | 0.21 | 0.16 | 0.11 | 1.13 | 2.47 | 6.24 | |||
| TRPBX | 0.38 | 0.02 | 0.07 | -0.01 | 0.57 | 0.60 | 2.71 | |||
| CHTTX | 1.00 | 0.25 | 0.31 | 0.30 | 0.62 | 1.78 | 17.08 | |||
| BIECX | 0.64 | 0.16 | 0.17 | 0.16 | 0.76 | 1.37 | 8.06 | |||
| PRSIX | 0.27 | 0.01 | 0.09 | -0.01 | 0.41 | 0.44 | 1.93 | |||
| ACINX | 0.82 | 0.05 | 0.04 | 0.01 | 1.24 | 1.65 | 6.33 |
Risk Metrics, Assumptions & Methodology
Volatility for T ROWE reflects NAV dispersion and exposure stability across disclosure periods. Return variability informs risk budgeting and diversification impact.
The analytics block for T Rowe Price relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardT ROWE Investment Opportunity
Measured over the selected horizon, T Rowe Price carries roughly 1.63 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use T Rowe Price to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of T ROWE to be traded at $21.38 in 90 days.Poor diversification
Across the chosen horizon, PRASX and DJI show a correlation of 0.6 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
T ROWE Additional Risk Indicators
Risk analysis around T Rowe Price becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0502 | |||
| Market Risk Adjusted Performance | 0.0782 | |||
| Mean Deviation | 0.8763 | |||
| Semi Deviation | 1.32 | |||
| Downside Deviation | 1.5 | |||
| Coefficient Of Variation | 1710.37 | |||
| Standard Deviation | 1.26 |
T ROWE Suggested Diversification Pairs
Pair trading with T ROWE can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Dupont De vs. T ROWE | ||
| Microsoft vs. T ROWE | ||
| GM vs. T ROWE | ||
| Citigroup vs. T ROWE | ||
| Alphabet vs. T ROWE | ||
| SentinelOne vs. T ROWE | ||
| Salesforce vs. T ROWE |
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against T ROWE as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. T ROWE's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, T ROWE's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to T Rowe Price.