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    T. Rowe Price Value (TRVLX)

    35.09 Down 0.03(0.09%) Mar 27

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up18
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):37.31%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.76%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTRVLXCategory
    Alpha (against Standard Index)-1.94-1.98
    Beta (against Standard Index)1.010.98
    Mean Annual Return0.740.71
    R-squared (against Standard Index)95.4586.89
    Standard Deviation10.7710.99
    Sharpe Ratio0.810.78
    Treynor Ratio8.358.48
    5 Years
    StatisticTRVLXCategory
    Alpha (against Standard Index)-0.07-1.51
    Beta (against Standard Index)1.030.99
    Mean Annual Return1.171.01
    R-squared (against Standard Index)94.5988.27
    Standard Deviation10.8410.86
    Sharpe Ratio1.281.11
    Treynor Ratio13.7712.23
    10 Years
    StatisticTRVLXCategory
    Alpha (against Standard Index)-0.85-1.66
    Beta (against Standard Index)1.111.01
    Mean Annual Return0.710.58
    R-squared (against Standard Index)96.2792.91
    Standard Deviation17.3216.07
    Sharpe Ratio0.460.40
    Treynor Ratio5.985.26