Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJH (Prudential Financial Inc. JR SUB NT 52) | NA | 1.63% | 4.54% | 4.04% | NA | NA | NA | … | … |
Data as of 09/22/2020, Common starting date is 12/12/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PJH (Prudential Financial Inc. JR SUB NT 52) | 12/12/2012 | 09/22/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 1.63 | 4.54 | 4.04 | NA | NA | NA | … | … | -0.78 | 3.34 | -11.19 | -0.83 | -6.50 | -2.72 | 11.83 | -22.17 | 1.63 |
| Sharpe Ratio | NA | 0.04 | 0.17 | 0.20 | NA | NA | NA | … | … | -0.03 | 0.26 | -1.73 | -0.22 | -0.62 | -0.34 | 1.38 | -1.52 | 4.45 |
| Standard Deviation(%) | NA | 33.58 | 20.05 | 16.50 | NA | NA | NA | … | … | 39.43 | 7.46 | 7.26 | 6.55 | 10.83 | 8.07 | 8.59 | 14.60 | 9.11 |
| Draw Down(%) | NA | 27.74 | 27.74 | 27.74 | NA | NA | NA | … | … | 27.74 | 5.19 | 14.41 | 7.20 | 13.54 | 8.19 | 5.67 | 25.39 | 0.56 |
| Yield(%) | 0.00 | 4.19 | 5.14 | 4.25 | 3.74 | 2.49 | 1.87 | … | … | 2.74 | 5.89 | 5.72 | 2.87 | 2.76 | 5.71 | 6.73 | 5.85 | 0.00 |
Data as of 09/22/2020, Common starting date is 12/12/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJH (Prudential Financial Inc. JR SUB NT 52) |
0.86%
Nov 2015 – Nov 2018 |
3.37%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJH (Prudential Financial Inc. JR SUB NT 52) |
12.33%
Sep 2013 – Sep 2016 |
7.88%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart