Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PRU (Prudential Financial, Inc.) | -5.67% | -3.63% | 9.82% | 17.88% | 6.68% | 8.83% | 5.86% | 9.14% |
Data as of 07/03/2025, AR inception is 12/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRU (Prudential Financial, Inc.) | 12/13/2001 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.19 | -3.63 | 9.82 | 17.88 | 6.68 | 8.83 | 5.86 | 9.14 | -5.67 | 19.46 | 10.09 | -3.86 | 45.32 | -11.40 | 20.10 | -26.46 | 12.52 | 32.50 | -7.36 | 0.64 | 77.16 | 9.89 | -12.11 | 20.53 | 66.84 | -66.32 | 9.69 | 18.70 | 34.54 | 33.31 | 33.38 | -3.09 | 13.28 |
| Sharpe Ratio | NA | -0.23 | 0.22 | 0.59 | 0.16 | NA | NA | 0.18 | -0.44 | 0.69 | 0.26 | -0.18 | 1.77 | -0.17 | 0.76 | -1.05 | 0.70 | 1.09 | -0.28 | 0.03 | 3.34 | 0.35 | -0.28 | 0.62 | 0.62 | -0.64 | 0.27 | 0.90 | 1.61 | 1.62 | 1.38 | -0.13 | 98.47 |
| Standard Deviation(%) | NA | 29.48 | 25.95 | 28.29 | 32.70 | NA | NA | 42.07 | 31.68 | 23.02 | 24.65 | 29.35 | 25.65 | 68.12 | 24.50 | 26.58 | 16.92 | 29.73 | 26.50 | 22.38 | 23.12 | 27.94 | 42.79 | 32.87 | 108.16 | 104.17 | 24.15 | 17.06 | 20.01 | 19.96 | 23.67 | 33.65 | 16.63 |
| Draw Down(%) | NA | 25.66 | 28.26 | 33.11 | 65.89 | NA | NA | 88.53 | 21.29 | 17.11 | 25.50 | 27.43 | 11.80 | 59.14 | 24.24 | 36.79 | 13.76 | 28.76 | 18.49 | 16.42 | 9.29 | 30.80 | 34.77 | 24.57 | 67.84 | 84.72 | 18.31 | 9.60 | 7.36 | 14.67 | 18.77 | 28.67 | 0.77 |
| Yield(%) | 0.00 | 4.47 | 5.35 | 7.99 | 4.73 | 6.21 | 4.07 | 8.36 | 2.28 | 4.97 | 5.03 | 4.37 | 6.02 | 4.64 | 4.84 | 3.12 | 2.86 | 3.51 | 2.71 | 2.39 | 3.09 | 3.12 | 2.39 | 2.22 | 2.27 | 0.64 | 1.33 | 1.26 | 1.45 | 1.49 | 1.55 | 1.28 | 0.00 |
Data as of 07/03/2025, AR inception is 12/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRU (Prudential Financial, Inc.) |
-39.10%
Feb 2006 - Feb 2009 |
-17.42%
Feb 2004 - Feb 2009 |
0.93%
Feb 2006 - Feb 2016 |
1.98%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRU (Prudential Financial, Inc.) |
58.44%
Feb 2009 - Feb 2012 |
42.40%
Feb 2009 - Feb 2014 |
22.65%
Feb 2009 - Feb 2019 |
17.54%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart