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T. Rowe Price Quantitative Management Funds, Inc. - T. Rowe Price Integrated Global Equity Fund (TQGAX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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Risk overview
Morningstar risk rating★★
Number of years up4
Number of years down2
Best 1-yr total return (26 Sept 2023)27.31%
Worst 1-yr total return (26 Sept 2023)N/A
Risk statistics
3 years
TQGAXCategory average5 years
TQGAXCategory average10 years
TQGAXCategory averageAlpha
-0.01-0.01
0.29-0.01
N/A-0
BETA
0.960.01
0.960.01
N/A0.01
Mean annual return
0.680.01
0.740.01
N/A0.01
R-squared
98.50.95
98.880.93
N/A0.91
Standard deviation
16.550.18
17.450.15
N/A0.15
Sharpe ratio
0.380.01
0.40.01
N/A0.01
Treynor ratio
5.340.12
6.020.12
N/A0.09
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