Manager Skill Review · Fund (strategy-level)
TRVLX — T. Rowe Price Value Fund, Inc.
Strategy-level ERM3 read from the fund's reported holdings — the mandate-accurate view. The stock-selection residual persists out of sample.
Large Value · 61 holdings · eff. N 44 · top-10 34% · as of 2026-05-31
Summary Risk Profile
Return attribution vs risk decompositionT. Rowe Price Value Fund, Inc. is a Large Value strategy across 61 names (effective N 44, top-10 34%). T. Rowe Price Value Fund, Inc.'s +22.4% trailing return was led by market beta (+19.5% market); stock selection contributed +5.4%. About 24% of the trailing gross return came from stock selection versus buyable and style exposure — a exposure-driven signature (return-based, swings with the window).Beta to SPY 0.76 explains 71% of NAV variance; ERM3's multifactor model captures 95% · modeled-vs-reported NAV correlation 0.97 over 244 months.Evidence — not a recommendation.
Key
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.