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PJRBX: PRUDENTIAL QMA INTERNATIONAL EQUITY FUND CLASS B (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/30/2000 |
Last Dividend Date: | 12/18/2019 |
12-Mo. Yield | 1.63% |
Expenses | 2.53% |
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Performance Analytics (As of 08/25/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/30/2000 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -0.6 | -3.8 | 1.1 | 3.4 | 1.2 | -0.8 | -0.9 | -13.1 | 18.5 | -18.2 | 27.1 | 1.8 | -8.7 | -5.0 | 19.3 | 18.8 | -12.4 | 6.4 | 27.3 | -47.7 | 8.1 | 24.7 | 12.3 | 22.0 | 43.4 | -23.2 | -35.3 | -24.7 |
Sharpe Ratio | NA | -0.05 | -0.27 | 0.02 | 0.17 | NA | NA | -0.09 | -0.62 | 1.62 | -1.46 | 3.67 | 0.09 | -0.61 | -0.45 | 1.53 | 1.15 | -0.44 | 0.29 | 0.89 | -1.09 | 0.28 | 1.52 | 0.97 | 1.64 | 3.09 | -1.16 | -1.35 | -1.15 |
Draw Down(%) | NA | 35.5 | 41.3 | 41.3 | 41.3 | NA | NA | 67.3 | 35.5 | 9.6 | 26.1 | 2.3 | 13.2 | 19.6 | 13.8 | 10.3 | 16.1 | 26.8 | 20.1 | 31.6 | 58.5 | 13.3 | 15.7 | 7.9 | 9.8 | 13.4 | 32.7 | 50.2 | 29.7 |
Standard Deviation(%) | NA | 26.1 | 18.0 | 16.5 | 17.2 | NA | NA | 21.3 | 31.8 | 10.6 | 13.4 | 7.2 | 16.5 | 14.3 | 11.1 | 12.6 | 16.5 | 28.5 | 21.9 | 30.6 | 44.6 | 18.4 | 14.2 | 10.4 | 12.8 | 13.8 | 21.0 | 28.1 | 30.9 |
Treynor Ratio | NA | -0.01 | -0.05 | 0.0 | 0.03 | NA | NA | -0.02 | -0.23 | 0.18 | -0.2 | 0.28 | 0.02 | -0.1 | -0.05 | 0.21 | 0.2 | -0.12 | 0.06 | 0.26 | -0.46 | 0.05 | 0.23 | 0.12 | 0.23 | 0.52 | -0.27 | -0.42 | -0.2 |
Alpha | NA | -0.02 | -0.02 | -0.01 | -0.01 | NA | NA | -0.02 | -0.04 | 0.0 | -0.02 | 0.0 | -0.01 | -0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | -0.02 | -0.03 | -0.02 | 0.0 | -0.01 | 0.01 | 0.03 | -0.05 | -0.11 | -0.12 |
Beta | NA | 0.87 | 0.9 | 0.89 | 0.94 | NA | NA | 0.98 | 0.87 | 0.93 | 0.99 | 0.94 | 0.9 | 0.85 | 0.96 | 0.93 | 0.96 | 1.05 | 1.0 | 1.03 | 1.05 | 0.96 | 0.92 | 0.84 | 0.92 | 0.82 | 0.9 | 0.91 | 1.76 |
RSquared | NA | 0.89 | 0.9 | 0.91 | 0.93 | NA | NA | 0.83 | 0.89 | 0.93 | 0.93 | 0.88 | 0.96 | 0.87 | 0.95 | 0.92 | 0.95 | 0.98 | 0.97 | 0.97 | 0.98 | 0.94 | 0.88 | 0.73 | 0.81 | 0.82 | 0.72 | 0.4 | 0.4 |
Yield(%) | N/A | 1.6 | 1.4 | 1.2 | 1.7 | 1.5 | 0.8 | N/A | 0.0 | 1.6 | 1.4 | 1.3 | 1.5 | 0.0 | 1.7 | 1.5 | 1.9 | 1.2 | 1.2 | 1.5 | 1.4 | 4.8 | 1.0 | 0.0 | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -9.5 | 45.4 | -14.5 | 25.1 | N/A | N/A | N/A | -100.0 | -9.1 | 37.5 | -11.1 | N/A | -100.0 | 33.3 | -10.0 | 42.9 | 0.0 | 0.0 | -41.7 | -70.7 | 485.7 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/30/2000
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