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    T. Rowe Price Value (TRVLX)

    35.21 Down 0.06(0.17%) Jul 2

    Risk as of May 30, 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
    Alpha (against Standard Index)3.01-0.96
    Beta (against Standard Index)1.000.99
    Mean Annual Return1.781.44
    R-squared (against Standard Index)92.3587.41
    Standard Deviation8.788.95
    Sharpe Ratio2.431.92
    Treynor Ratio23.1918.44
    5 Years
    Alpha (against Standard Index)-1.14-1.99
    Beta (against Standard Index)1.101.00
    Mean Annual Return1.391.19
    R-squared (against Standard Index)96.5393.00
    Standard Deviation13.7712.77
    Sharpe Ratio1.201.13
    Treynor Ratio15.2714.55
    10 Years
    Alpha (against Standard Index)0.11-1.07
    Beta (against Standard Index)1.121.00
    Mean Annual Return0.830.66
    R-squared (against Standard Index)96.1593.23
    Standard Deviation16.7615.32
    Sharpe Ratio0.510.43
    Treynor Ratio6.665.64