Prudential Day Risk Adjusted Performance

PDIJX Fund

USD 13.77 0.07 0.51%

Prudential Day risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Prudential Day One or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

Prudential Day One has current Risk Adjusted Performance of 0.0528.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.0528

ER[a]	=	Expected return on investing in Prudential Day
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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Prudential Day Risk Adjusted Performance Peers Comparison

Prudential Risk Adjusted Performance Relative To Other Indicators

Prudential Day One is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 49.44 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Day One is roughly 49.44

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Prudential Day Technical Signals

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	Risk Adjusted Performance	0.0528
	Market Risk Adjusted Performance	0.8699
	Mean Deviation	0.4113
	Semi Deviation	0.508
	Downside Deviation	0.5963
	Coefficient Of Variation	1346.03
	Standard Deviation	0.5478
	Variance	0.3001
	Information Ratio	(0.18)
	Jensen Alpha	0.0261
	Total Risk Alpha	(0.06)
	Sortino Ratio	(0.16)
	Treynor Ratio	0.8599
	Maximum Drawdown	2.61
	Value At Risk	(0.95)
	Potential Upside	0.8869
	Downside Variance	0.3556
	Semi Variance	0.2581
	Expected Short fall	(0.45)
	Skewness	(0.37)
	Kurtosis	0.7198

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