Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMGBX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS B) | NA | -8.19% | 7.11% | 6.59% | 9.13% | 5.28% | 4.79% | … | … |
Data as of 02/01/2019, Common starting date is 12/28/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMGBX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS B) | 12/28/1998 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.19 | 7.11 | 6.59 | 9.13 | 5.28 | 4.79 | … | … | 0.00 | -4.39 | 15.37 | 7.67 | -0.13 | 9.77 | 18.91 | 11.28 | -1.98 | 10.88 | 19.77 | -29.24 | 6.66 | 11.16 | 6.14 | 10.34 | 25.48 | -14.06 | -5.13 | 0.09 | 15.38 | 1.05 |
| Sharpe Ratio | NA | -0.72 | 0.62 | 0.49 | 0.73 | NA | NA | … | … | 0.00 | -0.43 | 2.36 | 0.65 | -0.01 | 0.90 | 1.96 | 1.36 | -0.13 | 0.90 | 1.14 | -1.23 | 0.33 | 1.01 | 0.59 | 1.23 | 2.49 | -1.01 | -0.62 | -0.31 | 1.26 | 21.94 |
| Standard Deviation(%) | NA | 13.21 | 10.29 | 11.60 | 12.10 | NA | NA | … | … | NA | 13.43 | 6.28 | 11.45 | 14.73 | 10.87 | 9.65 | 8.34 | 15.14 | 11.94 | 17.31 | 24.48 | 11.09 | 7.83 | 6.77 | 7.67 | 9.94 | 15.01 | 12.31 | 12.93 | 9.68 | 6.30 |
| Draw Down(%) | NA | 9.54 | 10.12 | 11.03 | 14.96 | NA | NA | … | … | 0.00 | 10.12 | 2.78 | 7.59 | 11.03 | 6.94 | 6.39 | 6.97 | 13.96 | 10.21 | 19.76 | 37.86 | 6.73 | 7.94 | 4.75 | 6.88 | 8.72 | 23.94 | 17.88 | 9.62 | 7.43 | 0.10 |
| Yield(%) | 0.00 | 18.65 | 11.39 | 8.87 | 8.43 | 5.79 | 5.14 | … | … | 0.00 | 19.35 | 4.04 | 7.28 | 2.20 | 6.37 | 5.90 | 1.28 | 0.25 | 0.16 | 2.01 | 2.22 | 9.06 | 5.13 | 9.80 | 0.50 | 0.84 | 0.80 | 1.10 | 6.65 | 1.77 | 0.09 |
Data as of 02/01/2019, Common starting date is 12/28/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMGBX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS B) |
-10.64%
Feb 2006 – Feb 2009 |
-3.54%
Feb 2004 – Feb 2009 |
0.29%
Feb 1999 – Feb 2009 |
3.72%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMGBX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS B) |
16.69%
Feb 2009 – Feb 2012 |
14.62%
Feb 2009 – Feb 2014 |
9.44%
Nov 2008 – Nov 2018 |
7.71%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart