Pgim Jennison Risk Adjusted Performance

TBDQX Fund  USD 21.29  0.04  0.19%   
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Pgim Jennison Diversified has current Risk Adjusted Performance of 0.0562.

RAP

 = 

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

RFR

 = 
0.0562
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 Diversified is rated fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  89.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pgim Jennison Diversified is roughly  89.61 
Compare Pgim Jennison to Peers

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