The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2025-07-24), T. Rowe Price Group's 3-Year Sortino Ratio is -0.28.
Competitive Comparison of T. Rowe Price Group's 3-Year Sortino Ratio
For the Asset Management subindustry, T. Rowe Price Group's 3-Year Sortino Ratio, along with its competitors' market caps and 3-Year Sortino Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
T. Rowe Price Group's 3-Year Sortino Ratio Distribution in the Asset Management Industry
For the Asset Management industry and Financial Services sector, T. Rowe Price Group's 3-Year Sortino Ratio distribution charts can be found below:
* The bar in red indicates where T. Rowe Price Group's 3-Year Sortino Ratio falls into.
T. Rowe Price Group 3-Year Sortino Ratio Calculation
The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three year.
A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.
T. Rowe Price Group (NAS:TROW) 3-Year Sortino Ratio Explanation
The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.
T. Rowe Price Group 3-Year Sortino Ratio Related Terms
Thank you for viewing the detailed overview of T. Rowe Price Group's 3-Year Sortino Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.
T. Rowe Price provides asset-management services for individual and institutional investors. It offers a broad range of no-load US and international stock, hybrid, bond, and money market funds. At the end of April 2025, the firm had $1.563 trillion in managed assets, composed of equity (49%), balanced (35%), fixed-income and money market (13%), and alternative (3%) offerings. Approximately two thirds of managed assets are held in retirement-based accounts, which provides T. Rowe Price with a somewhat stickier client base than most of its peers. The firm also manages private accounts, provides retirement planning advice, and offers discount brokerage and trust services. The company is primarily a US-based asset manager, deriving less than 10% of its AUM from overseas.
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