Prudential Select Risk Adjusted Performance

SREZX Fund

USD 14.06 0.06 0.43%

Prudential Select risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Prudential Select Real 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 Select Real has current Risk Adjusted Performance of 0.0341.

RAP

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

RFR

0.0341

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

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Prudential Select Risk Adjusted Performance Peers Comparison

Prudential Risk Adjusted Performance Relative To Other Indicators

Prudential Select Real is rated fourth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 97.53 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Select Real is roughly 97.53

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Prudential Select Technical Signals

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	Cycle Indicators
	Math Operators
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	Risk Adjusted Performance	0.0341
	Market Risk Adjusted Performance	0.1206
	Mean Deviation	0.5848
	Semi Deviation	0.7413
	Downside Deviation	0.8317
	Coefficient Of Variation	2217.05
	Standard Deviation	0.7349
	Variance	0.5401
	Information Ratio	(0.13)
	Jensen Alpha	(0)
	Total Risk Alpha	(0.09)
	Sortino Ratio	(0.12)
	Treynor Ratio	0.1106
	Maximum Drawdown	3.33
	Value At Risk	(1.37)
	Potential Upside	1.17
	Downside Variance	0.6917
	Semi Variance	0.5495
	Expected Short fall	(0.62)
	Skewness	(0.51)
	Kurtosis	0.2586

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