Rowe Companies Total Risk Alpha
| ROWC Stock | | | USD 0.0004 0.00 0.00% |
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The Rowe Companies has current Total Risk Alpha of 0.1539. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1539 | |
| ER[a] | = | Expected return on investing in Rowe Companies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Rowe Companies |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Rowe Companies Total Risk Alpha Peers Comparison
Rowe Total Risk Alpha Relative To Other Indicators
The Rowe Companies is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
216.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for The Rowe Companies is roughly
216.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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