Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JDTAX (PRUDENTIAL MODERATE ALLOCATION FUND CLASS A) | NA | 0.29% | 6.87% | 4.45% | 7.41% | NA | NA | 5.99% |
Data as of 08/29/2019, AR inception is 12/15/2004
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JDTAX (PRUDENTIAL MODERATE ALLOCATION FUND CLASS A) | 12/15/2004 | 08/29/2019 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 0.29 | 6.87 | 4.45 | 7.41 | NA | NA | 5.99 | 12.44 | -7.92 | 15.92 | 6.76 | -2.19 | 4.84 | 16.48 | 11.87 | -1.67 | 11.61 | 30.39 | -29.35 | 6.87 | 11.67 | 7.34 | 1.77 |
Sharpe Ratio | NA | -0.14 | 0.79 | 0.46 | 0.70 | NA | NA | 0.39 | 2.70 | -0.93 | 3.28 | 0.70 | -0.25 | 0.65 | 2.05 | 1.32 | -0.10 | 0.92 | 1.64 | -1.12 | 0.36 | 1.07 | 0.74 | 12.22 |
Standard Deviation(%) | NA | 8.76 | 7.44 | 8.29 | 9.98 | NA | NA | 12.38 | 6.59 | 9.99 | 4.68 | 9.32 | 8.99 | 7.45 | 8.01 | 8.99 | 16.49 | 12.57 | 18.48 | 27.05 | 10.65 | 7.89 | 6.94 | 3.92 |
Draw Down(%) | NA | 13.77 | 14.75 | 14.75 | 15.50 | NA | NA | 41.88 | 4.23 | 14.75 | 1.41 | 8.62 | 9.63 | 6.34 | 5.83 | 8.10 | 15.50 | 10.10 | 16.97 | 40.17 | 7.49 | 7.89 | 4.87 | 0.28 |
Yield(%) | 0.00 | 29.45 | 13.81 | 9.85 | 8.39 | 6.35 | 4.76 | 6.80 | 26.26 | 8.49 | 4.89 | 3.63 | 7.47 | 5.68 | 1.22 | 2.09 | 1.32 | 1.31 | 1.22 | 3.77 | 5.18 | 3.14 | 0.51 | 1.00 |
Data as of 08/29/2019, AR inception is 12/15/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JDTAX (PRUDENTIAL MODERATE ALLOCATION FUND CLASS A) |
-9.42%
Feb 2006 - Feb 2009 |
0.59%
May 2007 - May 2012 |
4.10%
Feb 2006 - Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JDTAX (PRUDENTIAL MODERATE ALLOCATION FUND CLASS A) |
19.28%
Feb 2009 - Feb 2012 |
15.85%
Feb 2009 - Feb 2014 |
10.08%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart