T Rowe Backtesting

TRSGX -- USA Fund  

0.48 Dividend

With this equity back-testing module your can estimate the performance of a buy and hold strategy of T Rowe Price Personal Strategy and determine expected loss or profit from investing in T Rowe over given investment horizon. Also please take a look at T Rowe Hype Analysis, T Rowe Correlation, Portfolio Optimization, T Rowe Volatility as well as analyze T Rowe Alpha and Beta and T Rowe Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

T Rowe 'What if' Analysis

September 15, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
December 14, 2019
0.00
If you would invest  0.00  in T Rowe on September 15, 2019 and sell it all today you would earn a total of 0.00 from holding T Rowe Price Personal Strategy or generate 0.0% return on investment in T Rowe over 90 days. T Rowe is related to or competes with Income Fund, Income Fund, Income Fund, Income Fund, Income Fund, Income Fund, and Income Fund. The investment seeks the highest total return over time consistent with a primary emphasis on capital growth and a secon...

T Rowe Upside/Downside Indicators

Downside Deviation0.6627
Information Ratio(0.05)
Maximum Drawdown2.11
Value At Risk(0.94)
Potential Upside0.8701

T Rowe Market Premium Indicators

Risk Adjusted Performance0.0272
Jensen Alpha0.0117
Total Risk Alpha(0.023821)
Sortino Ratio(0.043438)
Treynor Ratio0.1917

T Rowe Price Backtested Returns

We consider T Rowe very steady. T Rowe Price owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0413 which indicates the fund had 0.0413% of return per unit of standard deviation over the last 3 months. Our way of measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for T Rowe Price Personal Strategy which you can use to evaluate future volatility of the entity. Please validate T Rowe Downside Deviation of 0.6627, Risk Adjusted Performance of 0.0272 and Market Risk Adjusted Performance of 0.2017 to confirm if risk estimate we provide are consistent with the epected return of 0.0224%. The entity has beta of 0.0795 which indicates as returns on market increase, T Rowe returns are expected to increase less than the market. However during bear market, the loss on holding T Rowe will be expected to be smaller as well. Although it is extremely important to respect T Rowe Price current price movements, it is better to be realistic regarding the information on equity historical returns. The way of measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing T Rowe Price technical indicators you can at this time evaluate if the expected return of 0.0224% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.31) 
correlation synergy

Poor reverse predictability

T Rowe Price Personal Strategy has poor reverse predictability. Overlapping area represents the amount of predictability between T Rowe time series from September 15, 2019 to October 30, 2019 and October 30, 2019 to December 14, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of T Rowe Price price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current T Rowe price fluctuation can be explain by its past prices. Given that T Rowe Price Personal Strategy has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of T Rowe for similar time interval.
Correlation Coefficient-0.31
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.07

T Rowe Price lagged returns against current returns

 Current and Lagged Values 
      Timeline 

T Rowe regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

T Rowe Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TRSGX

T Rowe Price Investor Sentiment

Most of Macroaxis users are at this time bullish on T Rowe Price Personal Strategy. What is your outlook on investing in T Rowe Price Personal Strategy? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at T Rowe Hype Analysis, T Rowe Correlation, Portfolio Optimization, T Rowe Volatility as well as analyze T Rowe Alpha and Beta and T Rowe Performance. Please also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
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