Pgim Jennison Risk Adjusted Performance

PNRZX Fund  USD 58.35  0.49  0.85%   
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Pgim Jennison Natural has current Risk Adjusted Performance of 0.0292.

RAP

 = 

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

RFR

 = 
0.0292
ER[a] = Expected return on investing in Pgim Jennison
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Pgim Jennison Risk Adjusted Performance Peers Comparison

Pgim Risk Adjusted Performance Relative To Other Indicators

Pgim Jennison Natural is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  186.98  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pgim Jennison Natural is roughly  186.98 
Compare Pgim Jennison to Peers

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