T Rowe Price Value Fund I (TRPIX)

45.86 -0.14 (-0.30%) USD  |  Dec 13 2024
More

TRPIX Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for TRPIX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sharpe Ratio Definition

View Historical Sharpe Ratio Definition
Start Trial

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

View Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sharpe Ratio (Since Inception) Benchmarks

View Historical Sharpe Ratio (Since Inception) Benchmarks
Start Trial
T Rowe Price Large-Cap Value Fund I Upgrade
Vanguard Value Index Fund Institutional Upgrade
Vanguard Russell 1000 Value Index Fund Inst Upgrade
JNL/T Rowe Price Value Fund I Upgrade
JPMorgan US Value Fund I Upgrade

Historical Sharpe Ratio (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade

Historical Sharpe Ratio (Since Inception) Excel Add-In Codes

View Historical Sharpe Ratio (Since Inception) Excel Add-In Codes
Start Trial
Metric Code: historical_sharpe_all
Latest Data Point: =YCP("M:TRPIX", "historical_sharpe_all")
Last 5 Data Points: =YCS("M:TRPIX", "historical_sharpe_all", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.