Prudential Utility Risk Adjusted Performance

PRUZX Fund

USD 17.42 0.11 0.63%

Prudential Utility risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Prudential Utility Fund 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 Utility Fund has current Risk Adjusted Performance of 0.1553.

RAP

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

RFR

0.1553

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

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Prudential Utility Risk Adjusted Performance Peers Comparison

Prudential Risk Adjusted Performance Relative To Other Indicators

Prudential Utility Fund 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 34.91 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Utility Fund is roughly 34.91

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Prudential Utility Technical Signals

All Prudential Utility Technical Indicators

	Cycle Indicators
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	Risk Adjusted Performance	0.1553
	Market Risk Adjusted Performance	0.6915
	Mean Deviation	0.8124
	Semi Deviation	0.7624
	Downside Deviation	0.9715
	Coefficient Of Variation	502.04
	Standard Deviation	1.02
	Variance	1.05
	Information Ratio	0.0715
	Jensen Alpha	0.1596
	Total Risk Alpha	0.0327
	Sortino Ratio	0.0753
	Treynor Ratio	0.6815
	Maximum Drawdown	5.42
	Value At Risk	(1.30)
	Potential Upside	1.92
	Downside Variance	0.9439
	Semi Variance	0.5812
	Expected Short fall	(0.97)
	Skewness	0.0278
	Kurtosis	0.5251

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