Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PQBMX (Prudential QMA US Broad Market Index Fun) | NA | -21.46% | -5.87% | 4.85% | NA | NA | NA | … | … |
Data as of 01/02/2024, Common starting date is 05/30/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PQBMX (Prudential QMA US Broad Market Index Fun) | 05/30/2017 | 01/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.29 | -21.46 | -5.87 | 4.85 | NA | NA | NA | … | … | -21.79 | -21.79 | -17.74 | 27.71 | 18.08 | 30.71 | -5.13 | 11.95 |
| Sharpe Ratio | NA | -0.60 | -0.28 | 0.12 | NA | NA | NA | … | … | -0.60 | -0.60 | -0.80 | 2.09 | 0.51 | 2.32 | -0.38 | 3.08 |
| Standard Deviation(%) | NA | 43.46 | 29.67 | 28.27 | NA | NA | NA | … | … | 43.46 | 43.55 | 24.10 | 13.24 | 34.53 | 12.61 | 16.87 | 6.59 |
| Draw Down(%) | NA | 35.39 | 36.10 | 36.10 | NA | NA | NA | … | … | 35.39 | 35.39 | 24.23 | 4.98 | 34.14 | 6.79 | 19.73 | 2.28 |
| Yield(%) | 0.00 | 10.75 | 10.67 | 10.37 | 5.71 | 3.81 | 2.86 | … | … | 0.00 | 10.75 | 7.65 | 13.83 | 2.15 | 2.18 | 2.10 | 1.64 |
Data as of 01/02/2024, Common starting date is 05/30/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PQBMX (Prudential QMA US Broad Market Index Fun) |
-6.34%
Dec 2020 – Dec 2023 |
4.86%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PQBMX (Prudential QMA US Broad Market Index Fun) |
25.38%
Dec 2018 – Dec 2021 |
12.30%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart