T Rowe Related Correlations
PACOX Fund | USD 50.79 0.33 0.65% |
Correlations
STFGX | PEXMX | TEEFX | TEUIX | TWRRX | TFBIX | TFBVX | OTIIX | TFILX | TFIFX | ||
STFGX | 0.78 | 0.8 | 0.81 | 0.77 | 0.21 | 0.24 | 0.69 | 0.22 | 0.77 | STFGX | |
PEXMX | 0.78 | 0.79 | 0.89 | 0.9 | 0.52 | 0.55 | 0.96 | 0.52 | 0.87 | PEXMX | |
TEEFX | 0.8 | 0.79 | 0.79 | 0.92 | 0.4 | 0.43 | 0.82 | 0.43 | 0.89 | TEEFX | |
TEUIX | 0.81 | 0.89 | 0.79 | 0.92 | 0.56 | 0.58 | 0.83 | 0.56 | 0.89 | TEUIX | |
TWRRX | 0.77 | 0.9 | 0.92 | 0.92 | 0.64 | 0.67 | 0.91 | 0.66 | 0.96 | TWRRX | |
TFBIX | 0.21 | 0.52 | 0.4 | 0.56 | 0.64 | 1.0 | 0.55 | 1.0 | 0.57 | TFBIX | |
TFBVX | 0.24 | 0.55 | 0.43 | 0.58 | 0.67 | 1.0 | 0.58 | 1.0 | 0.6 | TFBVX | |
OTIIX | 0.69 | 0.96 | 0.82 | 0.83 | 0.91 | 0.55 | 0.58 | 0.56 | 0.85 | OTIIX | |
TFILX | 0.22 | 0.52 | 0.43 | 0.56 | 0.66 | 1.0 | 1.0 | 0.56 | 0.59 | TFILX | |
TFIFX | 0.77 | 0.87 | 0.89 | 0.89 | 0.96 | 0.57 | 0.6 | 0.85 | 0.59 | TFIFX | |
STFGX | PEXMX | TEEFX | TEUIX | TWRRX | TFBIX | TFBVX | OTIIX | TFILX | TFIFX |
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between PACOX 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
STFGX | 0.59 | (0.11) | (0.05) | 0.05 | 1.27 | 1.22 | 8.03 | |||
PEXMX | 1.00 | (0.12) | 0.01 | 0.07 | 1.24 | 1.89 | 10.72 | |||
TEEFX | 0.75 | 0.05 | 0.07 | 0.18 | 0.60 | 1.85 | 4.91 | |||
TEUIX | 0.71 | (0.03) | (0.01) | 0.11 | 0.74 | 1.37 | 8.05 | |||
TWRRX | 0.34 | 0.00 | (0.11) | 0.13 | 0.17 | 0.75 | 2.25 | |||
TFBIX | 0.14 | 0.01 | (0.39) | 0.26 | 0.00 | 0.40 | 1.50 | |||
TFBVX | 0.17 | 0.01 | (0.38) | 0.26 | 0.00 | 0.45 | 1.62 | |||
OTIIX | 0.84 | (0.08) | (0.01) | 0.08 | 0.89 | 1.71 | 6.99 | |||
TFILX | 0.15 | 0.01 | (0.39) | 0.23 | 0.00 | 0.43 | 1.50 | |||
TFIFX | 0.66 | 0.04 | 0.06 | 0.17 | 0.75 | 1.92 | 7.05 |