Pgim Esg Risk Adjusted Performance

PGAQX Fund  USD 8.94  0.01  0.11%   
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Pgim Esg High has current Risk Adjusted Performance of 0.097.

RAP

 = 

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

RFR

 = 
0.097
ER[a] = Expected return on investing in Pgim Esg
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Pgim Esg Risk Adjusted Performance Peers Comparison

Pgim Risk Adjusted Performance Relative To Other Indicators

Pgim Esg High is regarded second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  9.33  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pgim Esg High is roughly  9.33 
Compare Pgim Esg to Peers

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