Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PQVAX (Dryden Small Cap Core Equity A) | NA | 24.68% | 1.14% | 0.92% | 6.30% | NA | NA | 5.50% |
Data as of 05/18/2011, AR inception is 11/11/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PQVAX (Dryden Small Cap Core Equity A) | 11/11/1997 | 05/18/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 24.68 | 1.14 | 0.92 | 6.30 | NA | NA | 5.50 | 7.66 | 25.20 | 17.24 | -35.75 | -2.82 | 13.03 | 8.46 | 23.23 | 40.96 | -12.86 | 6.24 | 12.60 | 1.01 | -10.44 | 1.20 |
Sharpe Ratio | NA | 1.08 | 0.02 | -0.01 | 0.20 | NA | NA | 0.14 | 1.31 | 1.02 | 0.50 | -0.83 | -0.30 | 0.58 | 0.38 | 1.35 | 2.29 | -0.57 | 0.18 | 0.33 | -0.17 | -0.70 | 0.40 |
Standard Deviation(%) | NA | 22.68 | 34.49 | 29.71 | 24.93 | NA | NA | 23.86 | 16.41 | 24.63 | 34.02 | 44.01 | 19.72 | 16.81 | 16.41 | 16.55 | 17.62 | 24.50 | 22.51 | 25.75 | 13.21 | 19.70 | 14.48 |
Draw Down(%) | NA | 12.79 | 56.97 | 62.90 | 62.90 | NA | NA | 62.90 | 6.42 | 19.31 | 34.05 | 51.52 | 16.52 | 14.82 | 10.91 | 10.46 | 13.56 | 32.70 | 23.17 | 12.66 | 20.56 | 39.54 | 4.36 |
Yield(%) | 0.00 | 0.13 | 0.24 | 0.15 | 0.16 | 0.21 | 0.16 | 0.24 | 0.11 | 0.22 | 0.00 | 0.46 | 0.00 | 0.00 | 0.00 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.30 | 0.09 |
Data as of 05/18/2011, AR inception is 11/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PQVAX (Dryden Small Cap Core Equity A) |
-20.68%
Feb 2006 - Feb 2009 |
-7.21%
Feb 2004 - Feb 2009 |
2.08%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PQVAX (Dryden Small Cap Core Equity A) |
30.23%
Mar 2003 - Mar 2006 |
18.81%
Sep 2002 - Sep 2007 |
9.43%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart