Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TMSRX (T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND) | 0.76% | 1.27% | 4.07% | 2.33% | NA | NA | NA | 2.89% |
Data as of 07/14/2025, AR inception is 02/26/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMSRX (T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND) | 02/26/2018 | 07/14/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.27 | 4.07 | 2.33 | NA | NA | NA | 2.89 | 0.76 | 5.36 | 5.09 | -4.69 | -2.08 | 13.21 | 7.36 | -3.53 |
| Sharpe Ratio | NA | -0.79 | 0.29 | 0.07 | NA | NA | NA | 0.28 | -0.79 | 0.64 | 0.70 | -1.97 | -0.68 | 2.34 | 2.28 | -1.67 |
| Standard Deviation(%) | NA | 2.59 | 2.45 | 2.77 | NA | NA | NA | 3.33 | 2.29 | 2.73 | 2.06 | 3.12 | 3.11 | 5.53 | 2.58 | 3.36 |
| Draw Down(%) | NA | 2.58 | 2.58 | 10.67 | NA | NA | NA | 10.67 | 2.58 | 2.35 | 1.15 | 6.45 | 5.08 | 8.81 | 1.42 | 4.99 |
| Yield(%) | 0.00 | 6.33 | 4.86 | 4.00 | 2.65 | 1.76 | 1.32 | 3.78 | 0.00 | 6.65 | 5.90 | 2.14 | 2.74 | 3.66 | 2.92 | 3.32 |
Data as of 07/14/2025, AR inception is 02/26/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMSRX (T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND) |
-0.64%
Dec 2020 - Dec 2023 |
1.79%
Mar 2018 - Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMSRX (T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND) |
6.67%
Oct 2018 - Oct 2021 |
3.95%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart