T Rowe Correlations

TERXX Fund

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The correlation of T Rowe is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in T Rowe Price. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as signals in housing.

Related Correlations Analysis

	AATSX	CWSIX	MDBFX	SCYVX	CISAX	QUAIX	CISOX	HSCYX
AATSX		0.91	0.85	0.98	0.94	0.81	0.88	0.81	AATSX
CWSIX	0.91		0.85	0.92	0.91	0.66	0.91	0.64	CWSIX
MDBFX	0.85	0.85		0.87	0.89	0.56	0.86	0.57	MDBFX
SCYVX	0.98	0.92	0.87		0.94	0.72	0.9	0.72	SCYVX
CISAX	0.94	0.91	0.89	0.94		0.71	0.93	0.69	CISAX
QUAIX	0.81	0.66	0.56	0.72	0.71		0.61	0.97	QUAIX
CISOX	0.88	0.91	0.86	0.9	0.93	0.61		0.54	CISOX
HSCYX	0.81	0.64	0.57	0.72	0.69	0.97	0.54		HSCYX
	AATSX	CWSIX	MDBFX	SCYVX	CISAX	QUAIX	CISOX	HSCYX

Risk-Adjusted Indicators

There is a big difference between TERXX Money Market Fund performing well and T Rowe Money Market Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze T Rowe's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AATSX	0.79	0.11	0.11	0.14	0.80	(0.93)	2.19	(1.58)	4.70
CWSIX	1.39	0.63	0.68	0.65	0.00	(1.85)	2.79	(1.20)	28.32
MDBFX	0.13	0.02	(0.12)	0.43	0.00	(0.19)	0.24	(0.24)	0.60
SCYVX	0.82	0.21	0.24	0.25	0.54	(1.06)	2.43	(1.56)	4.78
CISAX	0.55	0.13	0.11	(2.33)	0.52	(0.62)	1.11	(1.06)	3.59
QUAIX	1.20	(0.01)	0.01	0.04	1.66	(1.13)	2.07	(2.42)	7.28
CISOX	0.81	0.15	0.13	0.26	0.84	(0.85)	1.45	(1.45)	4.41
HSCYX	0.87	0.02	0.02	0.06	1.00	(0.92)	1.96	(1.55)	5.59

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T Rowe Correlations

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