Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PAMGX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS A) | NA | -7.51% | 7.92% | 7.42% | 9.96% | 6.08% | 5.56% | … | … |
Data as of 02/01/2019, Common starting date is 12/28/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PAMGX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS A) | 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 | -7.51 | 7.92 | 7.42 | 9.96 | 6.08 | 5.56 | … | … | 0.00 | -3.57 | 16.31 | 8.50 | 0.63 | 10.52 | 19.91 | 11.97 | -1.11 | 11.66 | 20.69 | -28.75 | 7.47 | 12.10 | 6.82 | 11.20 | 26.43 | -13.22 | -4.39 | 0.75 | 15.75 | 1.12 |
| Sharpe Ratio | NA | -0.67 | 0.70 | 0.56 | 0.80 | NA | NA | … | … | 0.00 | -0.36 | 2.52 | 0.72 | 0.04 | 0.96 | 2.03 | 1.45 | -0.08 | 0.97 | 1.19 | -1.21 | 0.41 | 1.12 | 0.69 | 1.33 | 2.61 | -0.95 | -0.55 | -0.25 | 1.31 | 19.38 |
| Standard Deviation(%) | NA | 13.20 | 10.30 | 11.60 | 12.11 | NA | NA | … | … | NA | 13.43 | 6.25 | 11.48 | 14.71 | 10.90 | 9.78 | 8.29 | 15.23 | 11.94 | 17.26 | 24.45 | 11.03 | 7.88 | 6.77 | 7.71 | 9.88 | 15.06 | 12.33 | 13.02 | 9.59 | 7.86 |
| Draw Down(%) | NA | 9.33 | 9.95 | 10.97 | 14.94 | NA | NA | … | … | 0.00 | 9.95 | 2.70 | 7.50 | 10.97 | 6.89 | 6.36 | 6.87 | 13.74 | 10.10 | 19.65 | 37.40 | 6.63 | 7.81 | 4.73 | 6.51 | 8.60 | 23.55 | 17.50 | 9.40 | 7.33 | 0.19 |
| Yield(%) | 0.00 | 19.42 | 12.25 | 9.74 | 9.64 | 6.61 | 5.96 | … | … | 0.00 | 20.16 | 4.87 | 8.05 | 2.94 | 7.16 | 6.70 | 2.07 | 1.00 | 0.92 | 2.83 | 3.18 | 9.69 | 5.85 | 10.55 | 1.24 | 1.66 | 1.62 | 1.74 | 7.40 | 1.93 | 0.15 |
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 |
|---|---|---|---|---|
| PAMGX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS A) |
-9.99%
Feb 2006 – Feb 2009 |
-2.83%
Feb 2004 – Feb 2009 |
1.00%
Feb 1999 – Feb 2009 |
4.51%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAMGX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS A) |
17.59%
Feb 2009 – Feb 2012 |
15.48%
Feb 2009 – Feb 2014 |
10.29%
Nov 2008 – Nov 2018 |
8.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart