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PSVZX: Prudential Small Cap Value Z (MUTUAL FUND)
Basic Info
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 04/11/2011 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 1.38% |
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Performance Analytics (As of 04/11/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 04/11/2011 |
2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -18.6 | 7.2 | 0.0 | -21.6 | 9.1 | 35.2 | 12.8 | 0.0 |
Sharpe Ratio | NA | -0.56 | 0.29 | 0.21 | -1.08 | 0.62 | 2.42 | 0.83 | -0.22 |
Draw Down(%) | NA | 23.1 | 23.1 | 0.0 | 22.1 | 11.0 | 6.3 | 12.7 | 0.0 |
Standard Deviation(%) | NA | 33.0 | 25.0 | 0.0 | 33.9 | 14.7 | 14.5 | 15.6 | 0.0 |
Treynor Ratio | NA | -0.17 | 0.07 | 1.0 | -0.31 | 0.09 | 0.33 | 0.13 | 1.0 |
Alpha | NA | -0.13 | -0.06 | -0.03 | -0.19 | -0.01 | -0.01 | -0.02 | 0.02 |
Beta | NA | 1.12 | 1.09 | 1.03 | 1.2 | 1.03 | 1.05 | 0.98 | 1.02 |
RSquared | NA | 0.26 | 0.41 | 0.0 | 0.23 | 0.89 | 0.93 | 0.96 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/11/2011
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See SMALL VALUE Asset Class Trend Rankings |
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