Prudential Global Risk Adjusted Performance
PURZX Fund | USD 21.08 0.05 0.24% |
Prudential |
| = | 0.0243 |
ER[a] | = | Expected return on investing in Prudential Global |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Prudential Global Risk Adjusted Performance Peers Comparison
Prudential Risk Adjusted Performance Relative To Other Indicators
Prudential Global Real 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 131.88 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Global Real is roughly 131.88
Risk Adjusted Performance |
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Prudential Global Technical Signals
All Prudential Global Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0243 | |||
Market Risk Adjusted Performance | 0.075 | |||
Mean Deviation | 0.5832 | |||
Semi Deviation | 0.7623 | |||
Downside Deviation | 0.8044 | |||
Coefficient Of Variation | 3075.45 | |||
Standard Deviation | 0.7255 | |||
Variance | 0.5263 | |||
Information Ratio | (0.16) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.11) | |||
Sortino Ratio | (0.14) | |||
Treynor Ratio | 0.065 | |||
Maximum Drawdown | 3.2 | |||
Value At Risk | (1.35) | |||
Potential Upside | 1.08 | |||
Downside Variance | 0.6471 | |||
Semi Variance | 0.581 | |||
Expected Short fall | (0.59) | |||
Skewness | (0.57) | |||
Kurtosis | 0.1484 |