T ROWE Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . T Rowe Price
TRRWX Fund  USD 15.63  0.17  1.10%   
T ROWE's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

A Expected Shortfall of 0 for T ROWE signals its current reading on this measure. This reflects T ROWE's positioning relative to its own recent range within Mutual Fund Funds.
Compare T ROWE to Peers

Methodology, Assumptions & Data Sources

T ROWE's Expected Shortfall currently stands at 0. The Expected Shortfall for T ROWE is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

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Risk Adjusted Performance0.0966
Market Risk Adjusted Performance0.1085
Mean Deviation0.4482
Semi Deviation0.4863
Downside Deviation0.6026
Coefficient Of Variation938.85
Standard Deviation0.6001
Variance0.3601
Information Ratio0.0733
Jensen Alpha0.0485
Total Risk Alpha0.0478
Sortino Ratio0.073
Treynor Ratio0.0985
Maximum Drawdown2.46
Value At Risk-1.07
Potential Upside1.1
Downside Variance0.3631
Semi Variance0.2365
Expected Short fall-0.51
Skewness0.2271
Kurtosis0.7218
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