Manager Skill Review · Fund (strategy-level)
TRVLX — T. Rowe Price Value Fund, Inc.
ERM3 analysis of the fund's reported holdings. Residual return is the component remaining after the specified model exposures; it does not establish predictive manager skill.
Large Value · 95 holdings · eff. N 62 · top-10 27%
- Evidence
- N-PORT · registered-fund holdings
- Holdings as of
- 2026-03-31
- Filed
- 2026-05-28
- Model
- ERM3 v3.0
Summary Risk Profile
Return attribution vs risk decompositionT. Rowe Price Value Fund, Inc. is a Large Value strategy across 95 names (effective N 62, top-10 27%). T. Rowe Price Value Fund, Inc.'s +17.9% trailing return was led by market beta (+12.0% market); stock selection contributed +6.4%. About 36% of the trailing gross return came from stock selection versus buyable and style exposure — a mixed signature (return-based, swings with the window).Beta to SPY 0.75 explains 70% of NAV variance; ERM3's multifactor model captures 95% · modeled-vs-reported NAV correlation 0.97 over 199 months.Evidence — not a recommendation.
Cumulative return
trailing 12m · gross vs buyableStrategy-level read from the fund's reported holdings via the RiskModels ERM3 model. Figures are gross, holdings-derived, and within-mandate. Informational use only — not investment advice.