• FirefoxInstall the new Firefox »
  •  Dow Up1.49% Nasdaq Up1.15%

    T. Rowe Price Value (TRVLX)

    35.21 Up 0.46(1.32%) Mar 30

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up17
    Number of Years Down3
    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)0.84-1.82
    Beta (against Standard Index)1.051.00
    Mean Annual Return1.571.28
    R-squared (against Standard Index)93.7989.71
    Standard Deviation10.2910.06
    Sharpe Ratio1.821.53
    Treynor Ratio18.8915.90
    5 Years
    StatisticTRVLXCategory
    Alpha (against Standard Index)-1.26-2.08
    Beta (against Standard Index)1.111.00
    Mean Annual Return1.361.16
    R-squared (against Standard Index)96.6993.82
    Standard Deviation14.7213.55
    Sharpe Ratio1.111.04
    Treynor Ratio14.7714.02
    10 Years
    StatisticTRVLXCategory
    Alpha (against Standard Index)-0.03-1.12
    Beta (against Standard Index)1.121.00
    Mean Annual Return0.800.64
    R-squared (against Standard Index)96.1693.38
    Standard Deviation16.8015.34
    Sharpe Ratio0.490.41
    Treynor Ratio6.325.38