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PZTRX: PRUDENTIAL GLOBAL TOTAL RETURN FUND INC. CLASS Z (MUTUAL FUND)
Basic Info 5.05 0.02(0.39%) April 24
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | (87%) |
Start Date: | 03/27/1997 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 4.02% |
Expenses | 0.63% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/13/2000 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | -2.9 | 3.4 | -6.2 | -1.3 | 0.7 | 3.9 | 3.6 | 4.0 | 9.6 | -21.6 | -6.1 | 10.0 | 12.3 | -1.5 | 13.4 | 2.8 | -3.0 | 4.3 | -2.1 | 13.2 | 4.6 | 10.1 | 21.0 | -3.9 | 8.3 | 5.8 | -7.6 | 10.3 | 13.7 | 10.4 | 1.6 | 3.8 | -3.7 | 9.1 | 7.4 |
Sharpe Ratio | NA | -2.41 | -0.04 | -1.18 | -0.4 | -0.05 | NA | NA | 0.34 | 0.85 | -2.48 | -1.21 | 1.12 | 2.65 | -0.64 | 2.5 | 0.44 | -0.35 | 0.96 | -0.31 | 2.65 | 0.64 | 1.32 | 1.53 | -0.45 | 1.0 | 0.38 | -1.36 | 1.11 | 1.62 | 1.81 | -0.19 | -0.07 | -0.4 | 1.41 | 1.81 |
Draw Down(%) | NA | 3.1 | 6.2 | 31.1 | 32.7 | 32.7 | NA | NA | 32.7 | 6.2 | 28.4 | 7.7 | 15.5 | 1.8 | 7.0 | 3.1 | 10.1 | 8.5 | 4.4 | 9.3 | 3.1 | 7.4 | 8.1 | 7.9 | 19.3 | 4.0 | 4.9 | 9.8 | 7.9 | 8.5 | 3.5 | 2.9 | 4.3 | 12.1 | 3.1 | 1.5 |
Standard Deviation(%) | NA | 5.4 | 5.8 | 7.2 | 7.1 | 6.5 | NA | NA | 7.6 | 6.4 | 9.3 | 5.1 | 8.6 | 4.1 | 4.4 | 5.1 | 5.9 | 8.5 | 4.4 | 6.8 | 5.0 | 7.1 | 7.5 | 13.7 | 10.6 | 5.3 | 6.8 | 7.2 | 8.4 | 8.1 | 5.1 | 4.0 | 4.6 | 17.3 | 4.1 | 3.5 |
Treynor Ratio | NA | -0.06 | 0.0 | -0.12 | -0.04 | 0.0 | NA | NA | 0.04 | 0.08 | -0.29 | -0.09 | 0.11 | 0.15 | -0.05 | 0.19 | 0.04 | -0.05 | 0.07 | -0.03 | 0.18 | 0.06 | 0.15 | 0.34 | -0.06 | 0.07 | 0.03 | -0.12 | 0.14 | 0.2 | 0.21 | -0.03 | -0.01 | -0.33 | 0.24 | 0.43 |
Alpha | NA | -0.01 | 0.01 | 0.0 | 0.0 | 0.01 | NA | NA | 0.01 | 0.03 | -0.03 | 0.0 | 0.01 | 0.03 | 0.0 | 0.02 | 0.01 | 0.01 | 0.02 | 0.01 | 0.04 | 0.0 | 0.04 | 0.06 | -0.02 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.02 |
Beta | NA | 2.2 | 0.69 | 0.74 | 0.78 | 0.7 | NA | NA | 0.6 | 0.67 | 0.79 | 0.71 | 0.87 | 0.71 | 0.57 | 0.68 | 0.64 | 0.61 | 0.57 | 0.74 | 0.73 | 0.8 | 0.69 | 0.61 | 0.78 | 0.78 | 0.84 | 0.8 | 0.68 | 0.65 | 0.43 | 0.22 | 0.29 | 0.21 | 0.24 | 0.15 |
RSquared | NA | 0.27 | 0.59 | 0.68 | 0.7 | 0.63 | NA | NA | 0.46 | 0.79 | 0.75 | 0.48 | 0.76 | 0.66 | 0.67 | 0.78 | 0.77 | 0.34 | 0.53 | 0.65 | 0.7 | 0.77 | 0.76 | 0.26 | 0.83 | 0.85 | 0.89 | 0.89 | 0.79 | 0.79 | 0.57 | 0.32 | 0.39 | 0.01 | 0.24 | 0.14 |
Yield(%) | N/A | 1.2 | 4.5 | 3.6 | 4.3 | 3.8 | 5.5 | 4.9 | N/A | 4.6 | 3.6 | 3.7 | 4.1 | 6.3 | 3.5 | 3.8 | 3.8 | 3.5 | 4.4 | 4.3 | 3.8 | 4.5 | 10.5 | 13.4 | 5.3 | 6.0 | 2.7 | 6.2 | 8.9 | 8.6 | 4.7 | 5.7 | 5.5 | 5.7 | 6.7 | 9.4 |
Dividend Growth(%) | N/A | -73.9 | -4.2 | -20.4 | 15.3 | -36.0 | N/A | N/A | N/A | -4.2 | -11.1 | -3.6 | -31.7 | 70.8 | 0.0 | 0.0 | 0.0 | -20.0 | -3.2 | 24.0 | -16.7 | -57.7 | -7.8 | 108.1 | -7.5 | 122.2 | -61.7 | -29.9 | 9.8 | 90.6 | -22.0 | 2.5 | -13.0 | -13.2 | -30.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/13/2000
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