Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PRH (Prudential Financial Inc. 5.950% Junior Subordinated Notes due 9/1/2062) | NA | 1.70% | 4.24% | 3.42% | NA | NA | NA | … | … |
Data as of 09/22/2020, Common starting date is 03/28/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRH (Prudential Financial Inc. 5.950% Junior Subordinated Notes due 9/1/2062) | 03/28/2013 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 1.70 | 4.24 | 3.42 | NA | NA | NA | … | … | -0.63 | 13.97 | -7.75 | 2.22 | -4.26 | 3.44 | 19.87 | -16.97 |
| Sharpe Ratio | NA | 0.03 | 0.15 | 0.15 | NA | NA | NA | … | … | -0.03 | 1.84 | -1.36 | 0.23 | -0.38 | 0.45 | 2.38 | -1.41 |
| Standard Deviation(%) | NA | 36.58 | 21.79 | 17.92 | NA | NA | NA | … | … | 42.94 | 6.88 | 6.68 | 6.94 | 11.56 | 7.55 | 8.33 | 15.40 |
| Draw Down(%) | NA | 31.59 | 31.59 | 31.59 | NA | NA | NA | … | … | 31.59 | 2.86 | 10.26 | 4.66 | 12.62 | 4.75 | 3.48 | 20.47 |
| Yield(%) | 0.00 | 4.15 | 5.06 | 3.65 | 2.84 | 1.89 | 1.42 | … | … | 2.73 | 5.94 | 5.67 | 2.85 | 1.37 | 0.00 | 6.72 | 4.32 |
Data as of 09/22/2020, Common starting date is 03/28/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRH (Prudential Financial Inc. 5.950% Junior Subordinated Notes due 9/1/2062) |
-0.14%
Dec 2015 – Dec 2018 |
1.82%
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 |
|---|---|---|---|---|
| PRH (Prudential Financial Inc. 5.950% Junior Subordinated Notes due 9/1/2062) |
9.93%
Sep 2013 – Sep 2016 |
6.37%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart