Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PTMBX (PRUDENTIAL QMA LARGE-CAP CORE EQUITY FUND CLASS B) | NA | 2.95% | 5.97% | 8.26% | 11.48% | 6.47% | 3.90% | … | … |
Data as of 08/25/2020, Common starting date is 03/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTMBX (PRUDENTIAL QMA LARGE-CAP CORE EQUITY FUND CLASS B) | 03/18/1999 | 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 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.95 | 5.97 | 8.26 | 11.48 | 6.47 | 3.90 | … | … | -9.18 | 28.25 | -8.58 | 22.13 | 9.99 | -1.01 | 12.92 | 31.95 | 16.18 | 0.27 | 11.75 | 20.53 | -38.09 | 5.31 | 15.18 | 3.82 | 10.80 | 28.61 | -21.27 | -15.66 | -6.80 | 13.81 |
| Sharpe Ratio | NA | 0.10 | 0.21 | 0.38 | 0.61 | NA | NA | … | … | -0.34 | 2.07 | -0.56 | 2.91 | 0.72 | -0.07 | 0.79 | 2.77 | 1.24 | 0.01 | 0.62 | 0.79 | -0.97 | 0.14 | 1.12 | 0.16 | 0.86 | 1.69 | -0.88 | -0.88 | -0.46 | 0.80 |
| Standard Deviation(%) | NA | 33.65 | 23.09 | 19.58 | 18.10 | NA | NA | … | … | 41.17 | 12.97 | 17.75 | 7.42 | 13.46 | 14.54 | 16.39 | 11.51 | 13.16 | 24.56 | 18.90 | 25.96 | 40.07 | 15.89 | 10.63 | 10.48 | 11.51 | 16.50 | 25.56 | 20.81 | 23.66 | 17.99 |
| Draw Down(%) | NA | 36.26 | 36.26 | 36.26 | 36.26 | NA | NA | … | … | 36.26 | 7.53 | 21.24 | 3.12 | 10.67 | 11.83 | 7.99 | 6.10 | 10.71 | 20.44 | 17.03 | 28.36 | 49.00 | 9.94 | 8.92 | 7.12 | 7.99 | 12.92 | 32.31 | 30.04 | 17.32 | 11.99 |
| Yield(%) | 0.00 | 4.04 | 12.28 | 10.41 | 11.82 | 6.80 | 4.28 | … | … | 0.00 | 4.56 | 18.41 | 17.07 | 5.27 | 5.10 | 8.66 | 9.66 | 5.04 | 7.28 | 0.00 | 0.00 | 0.16 | 0.09 | 0.00 | 0.00 | 0.36 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/25/2020, Common starting date is 03/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTMBX (PRUDENTIAL QMA LARGE-CAP CORE EQUITY FUND CLASS B) |
-16.72%
Mar 2000 – Mar 2003 |
-7.47%
Feb 2004 – Feb 2009 |
-3.37%
Aug 2000 – Aug 2010 |
2.40%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTMBX (PRUDENTIAL QMA LARGE-CAP CORE EQUITY FUND CLASS B) |
22.55%
Sep 2011 – Sep 2014 |
20.71%
Feb 2009 – Feb 2014 |
14.63%
Feb 2009 – Feb 2019 |
9.13%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart