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T. Rowe Price New Asia Fund (PRASX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US77956H5000
CUSIP
77956H500
Inception Date
Sep 27, 1990
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price New Asia Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

T. Rowe Price New Asia Fund (PRASX) has returned -2.85% so far this year and 20.97% over the past 12 months. Over the last ten years, PRASX has returned 6.90% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


T. Rowe Price New Asia Fund

1D
-1.25%
1M
-13.71%
YTD
-2.85%
6M
0.29%
1Y
20.97%
3Y*
7.70%
5Y*
-1.30%
10Y*
6.90%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 1991, PRASX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +28.3%, while the worst month was Oct 2008 at -26.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PRASX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.0%, while the worst single day was Sep 17, 2001 at -12.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.27%5.94%-13.71%-2.85%
20250.18%1.79%-0.29%-0.88%3.97%5.02%1.90%3.09%6.10%3.21%-2.78%2.88%26.60%
2024-6.01%5.72%1.40%0.19%1.82%4.43%0.06%0.77%5.90%-4.25%-1.73%-0.81%6.97%
202310.90%-7.00%2.98%-3.60%-3.00%2.84%4.11%-7.07%-3.68%-3.29%6.26%3.09%0.83%
2022-1.76%-4.94%-7.23%-6.75%2.18%-1.15%-1.11%-2.06%-12.03%-5.75%20.39%-1.89%-22.60%
20214.10%1.45%-0.72%1.25%0.52%-0.52%-7.12%2.14%-3.40%1.55%-4.11%0.97%-4.33%

Benchmark Metrics

T. Rowe Price New Asia Fund has an annualized alpha of 4.13%, beta of 0.58, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since January 03, 1991.

  • Beta of 0.58 may look defensive, but with R² of 0.28 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.28 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.13%
Beta
0.58
0.28
Upside Capture
98.80%
Downside Capture
101.35%

Expense Ratio

PRASX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PRASX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PRASX Risk / Return Rank: 5454
Overall Rank
PRASX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PRASX Sortino Ratio Rank: 5656
Sortino Ratio Rank
PRASX Omega Ratio Rank: 5454
Omega Ratio Rank
PRASX Calmar Ratio Rank: 5252
Calmar Ratio Rank
PRASX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price New Asia Fund (PRASX) and compare them to a chosen benchmark (S&P 500 Index).


PRASXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.90

+0.21

Sortino ratio

Return per unit of downside risk

1.54

1.39

+0.15

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.29

1.40

-0.11

Martin ratio

Return relative to average drawdown

5.10

6.61

-1.50

Explore PRASX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

T. Rowe Price New Asia Fund provided a 0.64% dividend yield over the last twelve months, with an annual payout of $0.13 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.13$0.13$0.18$0.28$0.31$2.99$0.12$0.15$1.12$1.79$0.07$0.20

Dividend yield

0.64%0.62%1.05%1.77%1.96%14.22%0.46%0.77%7.23%9.15%0.46%1.31%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price New Asia Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.99$2.99

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price New Asia Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price New Asia Fund was 70.53%, occurring on Nov 20, 2008. Recovery took 1121 trading sessions.

The current T. Rowe Price New Asia Fund drawdown is 14.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.53%Nov 1, 2007267Nov 20, 20081121May 8, 20131388
-59.96%Jan 5, 19941177Sep 1, 1998331Dec 23, 19991508
-59.77%Mar 30, 2000370Sep 21, 2001958Jul 13, 20051328
-45.07%Feb 17, 2021426Oct 24, 2022833Feb 20, 20261259
-28.14%Jan 14, 202048Mar 23, 202072Jul 6, 2020120

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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