Prudential Muni Risk Adjusted Performance
PHICX Fund | USD 9.57 0.01 0.10% |
Prudential |
| = | 7.0E-4 |
ER[a] | = | Expected return on investing in Prudential Muni |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Prudential Muni Risk Adjusted Performance Peers Comparison
Prudential Risk Adjusted Performance Relative To Other Indicators
Prudential Muni High is regarded fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 2,256 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Muni High is roughly 2,256
Risk Adjusted Performance |
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Prudential Muni Technical Signals
All Prudential Muni Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 7.0E-4 | |||
Market Risk Adjusted Performance | 0.0441 | |||
Mean Deviation | 0.1575 | |||
Semi Deviation | 0.2443 | |||
Downside Deviation | 0.4055 | |||
Coefficient Of Variation | 4048.66 | |||
Standard Deviation | 0.2717 | |||
Variance | 0.0738 | |||
Information Ratio | (0.46) | |||
Jensen Alpha | 0.0084 | |||
Total Risk Alpha | (0.05) | |||
Sortino Ratio | (0.31) | |||
Treynor Ratio | 0.0341 | |||
Maximum Drawdown | 1.58 | |||
Value At Risk | (0.41) | |||
Potential Upside | 0.3158 | |||
Downside Variance | 0.1645 | |||
Semi Variance | 0.0597 | |||
Expected Short fall | (0.23) | |||
Skewness | (1.04) | |||
Kurtosis | 5.78 |