T Rowe Related Correlations
PRUFX Fund | USD 92.78 0.84 0.91% |
Correlations
0.8 | 0.47 | 0.96 | 0.68 | PRHSX | ||
0.8 | 0.85 | 0.88 | 0.91 | RPMGX | ||
0.47 | 0.85 | 0.55 | 0.89 | PRFDX | ||
0.96 | 0.88 | 0.55 | 0.75 | PRNHX | ||
0.68 | 0.91 | 0.89 | 0.75 | PRMTX | ||
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Risk-Adjusted Indicators
There is a big difference between PRUFX 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PRHSX | 0.61 | (0.08) | (0.10) | 0.00 | 0.82 | 1.28 | 3.52 | |||
RPMGX | 0.64 | (0.07) | (0.07) | 0.02 | 0.84 | 1.19 | 3.07 | |||
PRFDX | 0.46 | 0.04 | 0.04 | 0.12 | 0.48 | 0.91 | 3.22 | |||
PRNHX | 0.85 | (0.12) | (0.07) | 0.00 | 1.12 | 1.53 | 4.51 | |||
PRMTX | 0.81 | 0.01 | 0.01 | 0.08 | 0.86 | 1.72 | 5.03 |