T Rowe Correlations

PCUZX Fund

USD 69.48 0.02 0.03%

The current 90-days correlation between T Rowe Price and Ambrus Core Bond is 0.19 (i.e., Average diversification). The correlation of T Rowe is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

T Rowe Correlation With Market

Poor diversification

The correlation between T Rowe Price and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding T Rowe Price and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in T Rowe Price. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with PCUZX Mutual Fund

0.81	VTSAX	Vanguard Total Stock	Pair Corr
0.91	VFIAX	Vanguard 500 Index	Pair Corr
0.9	VTSMX	Vanguard Total Stock	Pair Corr
0.9	VITSX	Vanguard Total Stock	Pair Corr
0.9	VSMPX	Vanguard Total Stock	Pair Corr
0.81	VSTSX	Vanguard Total Stock	Pair Corr
0.91	VFINX	Vanguard 500 Index	Pair Corr
0.79	VFFSX	Vanguard 500 Index	Pair Corr
0.91	VINIX	Vanguard Institutional	Pair Corr
0.9	VIIIX	Vanguard Institutional	Pair Corr
0.64	AA	Alcoa Corp	Pair Corr
0.76	BA	Boeing	Pair Corr

Moving against PCUZX Mutual Fund

0.51

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Pair Corr

Related Correlations Analysis

	MBSAX	MSTBX	BBINX	ARTFX	TFBIX	TTRBX
MBSAX		0.91	0.81	0.86	0.75	0.85	MBSAX
MSTBX	0.91		0.81	0.82	0.74	0.91	MSTBX
BBINX	0.81	0.81		0.93	0.96	0.86	BBINX
ARTFX	0.86	0.82	0.93		0.87	0.91	ARTFX
TFBIX	0.75	0.74	0.96	0.87		0.81	TFBIX
TTRBX	0.85	0.91	0.86	0.91	0.81		TTRBX
	MBSAX	MSTBX	BBINX	ARTFX	TFBIX	TTRBX

Risk-Adjusted Indicators

There is a big difference between PCUZX 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
MBSAX	0.21	0.02	(0.08)	0.20	0.11	(0.26)	0.37	(0.44)	2.24
MSTBX	0.05	0.00	(0.40)	0.07	0.00	(0.11)	0.10	(0.10)	0.31
BBINX	0.06	0.01	(0.31)	0.43	0.00	(0.15)	0.19	(0.10)	0.48
ARTFX	0.09	0.00	(0.34)	0.10	0.00	(0.18)	0.22	(0.11)	0.66
TFBIX	0.07	0.00	(0.25)	0.15	0.00	(0.14)	0.20	(0.10)	0.69
TTRBX	0.10	0.00	(0.35)	(0.02)	0.04	(0.14)	0.20	(0.20)	0.60

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