Trowe Price Related Correlations
PARBX Fund | USD 17.83 0.03 0.17% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Trowe Mutual Fund performing well and Trowe Price 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 Trowe Price'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PARCX | 0.38 | 0.00 | (0.04) | 0.05 | 0.42 | 0.73 | 2.14 | |||
PARAX | 0.29 | 0.01 | (0.11) | 0.24 | 0.34 | 0.54 | 1.58 | |||
PARDX | 0.48 | 0.00 | 0.00 | 0.06 | 0.56 | 0.94 | 2.70 | |||
PARIX | 0.26 | 0.01 | (0.12) | 0.22 | 0.32 | 0.54 | 1.49 | |||
PARFX | 0.51 | 0.01 | 0.01 | 0.07 | 0.58 | 1.01 | 2.97 |