Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Prudential Employee Savings Plan Tactical Asset Allocation Moderate | NA | 25.02% | 2.56% | 10.00% | 7.82% | 8.15% | 8.78% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Prudential Employee Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.18 | 25.02 | 2.56 | 10.00 | 7.82 | 8.15 | 8.78 | … | … | 0.50 | 11.52 | 17.53 | -14.37 | 5.63 | 28.54 | 20.13 | -4.87 | 12.53 | 6.79 | -1.68 | 8.02 | 12.74 | 9.85 | 1.21 | 10.81 | 12.83 | 7.42 | 6.82 | 10.89 | 11.32 | 14.87 | 22.21 | -4.10 | -14.07 |
| Sharpe Ratio | NA | 0.54 | 0.10 | 0.39 | 0.45 | NA | NA | … | … | 0.05 | 0.43 | 1.47 | -1.13 | 0.25 | 1.44 | 2.43 | -0.46 | 2.47 | 0.82 | -0.21 | 1.01 | 1.85 | 1.38 | 0.09 | 1.05 | 1.21 | 1.10 | 0.41 | 0.99 | 1.36 | 1.98 | 2.07 | -0.93 | -1.87 |
| Standard Deviation(%) | NA | 11.42 | 11.65 | 16.02 | 12.96 | NA | NA | … | … | 8.82 | 11.56 | 9.05 | 13.91 | 22.02 | 19.69 | 7.71 | 13.55 | 4.81 | 8.03 | 8.20 | 7.90 | 6.86 | 7.10 | 12.99 | 10.21 | 10.53 | 5.89 | 9.24 | 7.69 | 6.73 | 7.03 | 10.42 | 5.62 | 8.75 |
| Draw Down(%) | NA | 8.39 | 16.41 | 29.05 | 29.05 | NA | NA | … | … | 0.72 | 8.39 | 6.10 | 18.78 | 14.97 | 17.83 | 3.42 | 14.54 | 1.93 | 6.31 | 7.45 | 4.96 | 5.97 | 5.59 | 10.81 | 6.71 | 5.42 | 3.38 | 6.52 | 9.00 | 4.22 | 5.34 | 5.61 | 5.96 | 18.33 |
| Yield(%) | NA | 4.84 | 8.29 | 8.44 | 6.50 | NA | NA | … | … | NA | 0.81 | 5.36 | 3.25 | 16.71 | 14.51 | 6.05 | 6.33 | 4.24 | 3.39 | 2.21 | 7.18 | 2.31 | 3.39 | 3.59 | 2.48 | 5.42 | 4.22 | 1.55 | 2.48 | 1.43 | 1.27 | 0.81 | 0.79 | 1.11 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Prudential Employee Savings Plan Tactical Asset Allocation Moderate |
1.36%
Apr 2021 – Apr 2024 |
3.96%
Dec 2013 – Dec 2018 |
6.29%
Mar 2010 – Mar 2020 |
6.86%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Prudential Employee Savings Plan Tactical Asset Allocation Moderate |
19.33%
Apr 2003 – Apr 2006 |
13.57%
Mar 2003 – Mar 2008 |
11.48%
Apr 2003 – Apr 2013 |
10.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart