Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PUK-PA (Prudential plc PER SUB 6.50%) | NA | -4.14% | 2.39% | 1.41% | 0.76% | NA | NA | … | … |
Data as of 12/27/2021, Common starting date is 09/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PUK-PA (Prudential plc PER SUB 6.50%) | 09/10/2007 | 12/27/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | -4.14 | 2.39 | 1.41 | 0.76 | NA | NA | … | … | -5.56 | 5.55 | 4.75 | 0.15 | 3.16 | -5.17 | 4.55 | 3.66 | -2.73 | -0.24 | 2.84 | 9.84 | 63.39 | -31.91 | -14.13 |
| Sharpe Ratio | NA | -0.36 | 0.09 | 0.04 | 0.03 | NA | NA | … | … | -0.47 | 0.16 | 0.37 | -0.16 | 0.37 | -0.42 | 0.57 | 0.54 | -0.29 | -0.04 | 0.11 | 0.38 | 0.80 | -0.32 | -1.79 |
| Standard Deviation(%) | NA | 12.04 | 21.47 | 17.18 | 13.74 | NA | NA | … | … | 12.07 | 33.91 | 8.99 | 7.10 | 6.93 | 12.71 | 7.99 | 6.79 | 9.50 | 7.36 | 25.82 | 25.92 | 79.33 | 101.67 | 23.03 |
| Draw Down(%) | NA | 9.76 | 29.45 | 29.45 | 29.45 | NA | NA | … | … | 9.76 | 29.45 | 3.77 | 6.53 | 3.59 | 9.61 | 7.12 | 3.90 | 9.62 | 3.82 | 21.80 | 18.98 | 71.11 | 76.08 | 18.00 |
| Yield(%) | 0.00 | 5.76 | 6.45 | 6.45 | 6.48 | 6.63 | 4.97 | … | … | 5.72 | 5.89 | 6.27 | 6.30 | 6.47 | 6.08 | 6.34 | 6.65 | 6.46 | 6.48 | 6.74 | 7.17 | 10.38 | 7.83 | 1.74 |
Data as of 12/27/2021, Common starting date is 09/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PUK-PA (Prudential plc PER SUB 6.50%) |
-1.61%
Nov 2015 – Nov 2018 |
-0.77%
Mar 2015 – Mar 2020 |
0.32%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PUK-PA (Prudential plc PER SUB 6.50%) |
45.75%
Feb 2009 – Feb 2012 |
25.06%
Feb 2009 – Feb 2014 |
12.62%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart