Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PJRBX (PRUDENTIAL QMA INTERNATIONAL EQUITY FUND CLASS B) | NA | -0.92% | -3.82% | 1.14% | 3.36% | 1.21% | -0.80% | … | … |
Data as of 08/25/2020, Common starting date is 03/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PJRBX (PRUDENTIAL QMA INTERNATIONAL EQUITY FUND CLASS B) | 03/30/2000 | 08/25/2020 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.92 | -3.82 | 1.14 | 3.36 | 1.21 | -0.80 | … | … | -13.11 | 18.48 | -18.25 | 27.05 | 1.76 | -8.72 | -4.99 | 19.28 | 18.85 | -12.36 | 6.37 | 27.32 | -47.69 | 8.08 | 24.73 | 12.28 | 21.96 | 43.38 | -23.16 | -35.29 | -24.68 |
| Sharpe Ratio | NA | -0.05 | -0.27 | 0.02 | 0.17 | NA | NA | … | … | -0.62 | 1.62 | -1.46 | 3.67 | 0.09 | -0.61 | -0.45 | 1.53 | 1.15 | -0.44 | 0.29 | 0.89 | -1.09 | 0.28 | 1.52 | 0.97 | 1.64 | 3.09 | -1.16 | -1.35 | -1.15 |
| Standard Deviation(%) | NA | 26.13 | 17.97 | 16.48 | 17.19 | NA | NA | … | … | 31.84 | 10.56 | 13.43 | 7.24 | 16.47 | 14.34 | 11.07 | 12.56 | 16.52 | 28.46 | 21.93 | 30.60 | 44.58 | 18.44 | 14.16 | 10.43 | 12.83 | 13.81 | 20.98 | 28.13 | 30.92 |
| Draw Down(%) | NA | 35.54 | 41.30 | 41.30 | 41.30 | NA | NA | … | … | 35.54 | 9.57 | 26.08 | 2.35 | 13.18 | 19.56 | 13.84 | 10.34 | 16.07 | 26.82 | 20.07 | 31.56 | 58.49 | 13.31 | 15.75 | 7.87 | 9.81 | 13.35 | 32.70 | 50.20 | 29.73 |
| Yield(%) | 0.00 | 1.63 | 1.38 | 1.25 | 1.66 | 1.54 | 0.83 | … | … | 0.00 | 1.70 | 1.48 | 1.38 | 1.45 | 0.00 | 1.75 | 1.52 | 1.81 | 1.18 | 1.23 | 1.43 | 1.32 | 4.72 | 0.95 | 0.00 | 0.33 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/25/2020, Common starting date is 03/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJRBX (PRUDENTIAL QMA INTERNATIONAL EQUITY FUND CLASS B) |
-26.19%
Apr 2000 – Apr 2003 |
-10.09%
May 2007 – May 2012 |
-5.34%
Jun 2000 – Jun 2010 |
-1.57%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PJRBX (PRUDENTIAL QMA INTERNATIONAL EQUITY FUND CLASS B) |
32.15%
Mar 2003 – Mar 2006 |
23.74%
Sep 2002 – Sep 2007 |
8.08%
Mar 2003 – Mar 2013 |
7.28%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart