T Rowe Price Fund Volatility
| RPGAX Fund | USD 15.95 -0.08 -0.50% |
T Rowe Price continues to exhibit a very low volatility profile over the designated horizon. T Rowe Price continues to report a Sharpe Ratio (Efficiency) of 0.12, indicating risk-adjusted returns over the last 3 months. Current risk dynamics are supported by 27 technical indicators.
Sharpe Ratio = 0.1198
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| Cash | RPGAX | Average Risk | High Risk | Huge Risk |
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T Rowe Price reported a Market Risk Adjusted Performance of 0.2%, a Risk of 0.72, and a Risk Adjusted Performance of 0.1%. Based on monthly moving average positioning, T Rowe is operating near 9% of its observed historical performance range. Within a well-diversified portfolio, its contribution would depend on correlation and allocation weight.
Key indicators related to T Rowe's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
T Rowe Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of RPGAX daily returns, and it is calculated using variance and standard deviation.
RPGAX |
Volatility Strategy
T Rowe Price price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 0.72% with a beta coefficient of 0.47, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.12, evaluates return per unit of total risk. An alpha value of 0.0906 reflects performance relative to systematic market exposure. Expected return estimates near 0.0858% 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 0.47 | Alpha 0.0906 | Risk 0.72 | Sharpe Ratio 0.12 | Expected Return 0.0858 |
Moving together with RPGAX Mutual Fund
| 0.72 | PEXMX | T Rowe Price | PairCorr |
| 0.88 | TECIX | T Rowe Price | PairCorr |
| 0.85 | TEIMX | T Rowe Price | PairCorr |
| 0.8 | OTCFX | T Rowe Price | PairCorr |
| 0.95 | TWRRX | Target 2030 Fund | PairCorr |
| 0.8 | OTIIX | T Rowe Price | PairCorr |
| 0.82 | TFHAX | T Rowe Price | PairCorr |
| 0.79 | TFILX | T Rowe Price | PairCorr |
| 0.96 | TFRRX | Target 2005 Fund | PairCorr |
| 0.87 | PGMSX | T Rowe Price | PairCorr |
| 0.95 | RPFDX | T Rowe Price | PairCorr |
| 0.7 | TGBLX | T Rowe Price | PairCorr |
| 0.72 | RPIBX | T Rowe Price | PairCorr |
| 0.85 | RPGIX | T Rowe Price | PairCorr |
| 0.86 | RPGEX | T Rowe Price | PairCorr |
| 1.0 | TGAFX | T Rowe Price | PairCorr |
| 0.9 | RPGRX | T Rowe Price | PairCorr |
| 0.76 | RPIHX | T Rowe Price | PairCorr |
| 0.71 | RPISX | T Rowe Price | PairCorr |
| 0.68 | RPLCX | T Rowe Price | PairCorr |
| 0.75 | RPOIX | T Rowe Price | PairCorr |
| 0.74 | PHEIX | T Rowe Price | PairCorr |
Moving against RPGAX Mutual Fund
Sensitivity To Market
T Rowe beta coefficient measures the volatility of RPGAX mutual fund relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing RPGAX returns against market returns. A beta of 0.47 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.72%.T Rowe Price has shown noticeable price swings over the selected period. Downside deviation is about 0.63% and standard deviation is about 0.7%, which summarize how widely returns have moved. 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
RPGAX standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.72 |
It is essential to understand the difference between upside risk (as represented by T Rowe's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of T Rowe's daily returns or price. T Rowe Price reported a Downside Deviation of 0.63, a Downside Variance of 0.40, and a Maximum Drawdown of 5.46.
Mutual Fund Volatility Analysis
Volatility refers to the frequency at which T Rowe fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with T Rowe's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. 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.
Projected Return Density Against Market
Assuming a 90-day horizon T Rowe has a beta of 0.4746 indicating as returns on the market go up, T Rowe's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding T Rowe Price is expected to be smaller as well.T Rowe is exposed to both systematic and unsystematic risk. Systematic risk reflects broader mutual fund market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. T Rowe Price reported a Downside Deviation of 0.63, a Mean Deviation of 0.43, and a Semi Deviation of 0.44.
Predicted Return Density |
| Returns |
What Drives T Rowe's Price Volatility?
Several factors can influence T Rowe's market volatility:Industry Dynamics
Sector-level events can directly affect T Rowe's price stability. Regulatory changes, supply disruptions, or shifts in demand within T Rowe's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like T Rowe.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for T Rowe's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward T Rowe. During periods of economic expansion, T Rowe's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.T Rowe's Company-Specific Factors
Volatility can also stem from events unique to T Rowe. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in T Rowe's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on T Rowe's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of T Rowe is 834.46. The daily returns are distributed with a variance of 0.51 and standard deviation of 0.72. The mean deviation of T Rowe Price is currently at 0.43. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | 0.47 | |
σ | Overall volatility | 0.72 | |
Ir | Information ratio | 0.16 |
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 reported 0.7159% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between RPGAX 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ARYVX | 0.47 | 0.08 | 0.14 | 0.17 | 0.56 | 0.95 | 2.68 | |||
| SGLYX | 0.47 | 0.18 | 0.44 | 0.70 | 0.00 | 0.66 | 9.28 | |||
| PORTX | 0.54 | -0.02 | 0.00 | -0.07 | 0.00 | 0.74 | 3.29 | |||
| PORIX | 0.81 | 0.25 | 0.35 | 0.47 | 0.48 | 0.83 | 19.12 | |||
| TSHIX | 0.30 | 0.00 | 0.00 | -0.05 | 0.00 | 0.44 | 1.92 | |||
| VLEOX | 0.81 | 0.04 | 0.04 | -0.01 | 1.02 | 1.53 | 5.79 | |||
| POVSX | 0.76 | 0.08 | 0.07 | 0.05 | 1.08 | 1.37 | 5.56 | |||
| COVAX | 0.79 | 0.08 | 0.08 | 0.03 | 0.96 | 1.66 | 5.22 | |||
| BEMIX | 0.76 | 0.15 | 0.12 | 0.14 | 1.09 | 1.74 | 7.11 | |||
| NWQCX | 0.17 | 0.02 | 0.21 | 0.05 | 0.17 | 0.41 | 1.01 |
Risk Metrics, Assumptions & Methodology
Volatility for T Rowe reflects NAV dispersion and exposure stability across disclosure periods. Higher dispersion implies wider price swings across observed periods.
Unless otherwise specified, data for T Rowe Price is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardT Rowe Investment Opportunity
T Rowe Price currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 1.1. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use T Rowe Price to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate downward daily trend and can be a good diversifier. Check odds of T Rowe to be traded at $15.63 in 90 days.Very weak diversification
For the present investment horizon, the measured correlation between RPGAX and DJI stands at 0.59, or Very weak diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
T Rowe Additional Risk Indicators
A broader risk-indicator set for T Rowe Price can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.089 | |||
| Market Risk Adjusted Performance | 0.1562 | |||
| Mean Deviation | 0.4253 | |||
| Semi Deviation | 0.4429 | |||
| Downside Deviation | 0.631 | |||
| Coefficient Of Variation | 880.03 | |||
| Standard Deviation | 0.6985 |
T Rowe Suggested Diversification Pairs
Pair analysis around T Rowe Price matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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| 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.