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PSIFX: PRUDENTIAL QMA STOCK INDEX FUND CLASS Z (MUTUAL FUND)
Basic Info 43.87 1.36(3.20%) May 12
Asset Class: | LARGE BLEND |
MyPlanIQ Rating: | (76%) |
Start Date: | 12/29/1992 |
Last Dividend Date: | 12/06/2024 |
12-Mo. Yield | 1.29% |
Expenses | 0.19% |
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Performance Analytics (As of 05/09/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/13/1993 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.4 | -0.3 | 9.8 | 3.5 | 3.1 | 5.8 | 8.6 | 6.9 | 7.9 | 20.9 | 12.0 | -28.7 | 16.1 | -6.5 | 31.4 | -5.0 | 21.6 | 11.6 | 1.2 | 13.4 | 32.1 | 15.7 | 2.0 | 14.8 | 26.3 | -37.1 | 5.3 | 15.5 | 4.5 | 10.6 | 28.2 | -22.3 | -12.2 | -8.9 | 20.5 | 28.3 | 32.3 | 22.3 | 31.5 | 0.7 | 8.8 | -0.5 |
Sharpe Ratio | NA | -0.45 | 0.0 | -0.04 | -0.02 | 0.17 | NA | NA | 0.31 | 1.1 | 0.45 | -1.07 | 0.94 | -0.16 | 2.4 | -0.37 | 3.15 | 0.87 | 0.08 | 1.18 | 2.9 | 1.24 | 0.09 | 0.79 | 0.96 | -0.92 | 0.14 | 1.23 | 0.23 | 0.87 | 1.62 | -0.9 | -0.69 | -0.59 | 0.96 | 1.23 | 1.59 | 1.57 | 3.23 | -0.22 | 0.79 | -4.92 |
Draw Down(%) | NA | 18.8 | 20.4 | 22.9 | 35.7 | 35.7 | NA | NA | 55.4 | 8.5 | 10.9 | 30.2 | 12.3 | 33.8 | 6.6 | 19.8 | 2.6 | 10.3 | 11.2 | 7.3 | 5.6 | 9.6 | 18.7 | 15.7 | 27.3 | 47.8 | 9.9 | 7.5 | 7.0 | 7.6 | 13.8 | 33.1 | 29.2 | 16.4 | 11.9 | 19.1 | 10.7 | 7.5 | 4.9 | 8.3 | 5.0 | 0.7 |
Standard Deviation(%) | NA | 27.3 | 19.5 | 21.1 | 22.9 | 20.9 | NA | NA | 19.3 | 13.0 | 17.4 | 28.3 | 17.1 | 41.4 | 12.5 | 17.2 | 6.7 | 13.1 | 14.2 | 11.4 | 11.1 | 12.7 | 23.4 | 18.7 | 27.2 | 41.0 | 16.0 | 10.0 | 10.3 | 11.1 | 17.0 | 26.0 | 21.4 | 22.0 | 17.9 | 20.3 | 18.0 | 11.9 | 8.6 | 9.9 | 8.5 | 9.7 |
Treynor Ratio | NA | -0.12 | 0.0 | -0.01 | -0.01 | 0.04 | NA | NA | 0.06 | 0.14 | 0.08 | -0.3 | 0.16 | -0.07 | 0.3 | -0.06 | 0.21 | 0.12 | 0.01 | 0.14 | 0.32 | 0.16 | 0.02 | 0.15 | 0.27 | -0.38 | 0.02 | 0.12 | 0.02 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.0 | -0.01 | -0.04 | -0.04 | -0.02 | NA | NA | 0.01 | -0.01 | -0.05 | -0.04 | -0.04 | -0.09 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.99 | 0.99 | 1.0 | 0.99 | 0.98 | NA | NA | 0.99 | 0.99 | 0.97 | 1.0 | 1.04 | 0.97 | 1.0 | 1.0 | 1.0 | 0.99 | 0.84 | 0.99 | 1.0 | 0.99 | 0.99 | 1.0 | 0.98 | 1.0 | 1.01 | 0.98 | 1.0 | 0.99 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 1.0 | 0.97 | 0.77 | 0.66 | 0.78 | NA | NA | 0.64 | 0.94 | 0.57 | 0.79 | 0.69 | 0.7 | 1.0 | 1.0 | 1.0 | 1.0 | 0.84 | 1.0 | 1.0 | 1.0 | 1.0 | 0.94 | 0.96 | 1.0 | 0.99 | 1.0 | 1.0 | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 1.3 | 1.4 | 1.5 | 6.1 | 8.3 | 6.8 | N/A | 1.4 | 1.7 | 1.2 | 1.3 | 1.9 | 20.0 | 18.2 | 7.0 | 4.2 | 3.8 | 7.1 | 2.1 | 2.2 | 1.9 | 1.8 | 2.3 | 2.1 | 1.8 | 2.0 | 1.6 | 1.8 | 1.6 | 1.0 | 1.0 | 0.8 | 2.4 | 2.0 | 3.5 | 2.9 | 2.5 | 1.9 | 1.7 | 0.5 |
Dividend Growth(%) | N/A | -100.0 | -6.1 | -82.5 | -87.5 | 248.2 | 388.1 | N/A | N/A | -6.1 | -3.8 | 8.3 | -37.0 | -89.5 | -15.5 | 196.9 | 82.9 | 8.2 | -43.6 | 335.3 | 8.2 | 17.2 | 16.2 | -2.4 | -30.8 | 14.8 | 1.9 | 30.8 | -3.8 | 41.3 | 26.5 | -8.3 | 1.8 | -58.7 | 50.8 | -25.6 | 42.7 | 46.4 | 30.2 | 19.4 | 260.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/13/1993
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