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 Strategic Asset Allocation – Optimal Moderate | NA | 25.81% | 0.73% | 3.87% | 3.91% | 5.53% | 4.93% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -1.07 | 25.81 | 0.73 | 3.87 | 3.91 | 5.53 | 4.93 | … | … | 0.13 | 9.65 | 13.00 | -16.50 | 3.17 | 16.17 | 10.13 | -5.56 | 8.51 | 2.86 | -0.25 | 5.03 | 12.66 | 11.26 | 0.86 | 11.11 | 20.89 | -25.42 | 5.88 | 9.52 | 9.42 | 13.25 | 23.13 | -14.97 | -3.67 |
| Sharpe Ratio | NA | 0.49 | -0.23 | 0.16 | 0.20 | NA | NA | … | … | 0.01 | 0.35 | 0.98 | -1.32 | 0.33 | 0.93 | 1.14 | -0.71 | 1.72 | 0.34 | -0.04 | 0.81 | 1.83 | 1.47 | 0.06 | 1.04 | 1.25 | -1.20 | 0.31 | 0.89 | 1.23 | 1.93 | 2.57 | -1.30 | -0.39 |
| Standard Deviation(%) | NA | 8.52 | 10.64 | 12.03 | 10.10 | NA | NA | … | … | 7.32 | 8.65 | 8.88 | 13.59 | 9.53 | 17.11 | 7.64 | 9.68 | 4.58 | 7.91 | 7.91 | 6.22 | 6.88 | 7.65 | 14.20 | 10.56 | 16.65 | 21.90 | 9.35 | 7.00 | 5.89 | 6.38 | 8.74 | 12.34 | 15.31 |
| Draw Down(%) | NA | 4.73 | 21.59 | 24.97 | 24.97 | NA | NA | … | … | 0.64 | 4.59 | 9.08 | 22.03 | 6.60 | 20.74 | 6.42 | 11.63 | 4.17 | 7.12 | 7.98 | 4.81 | 5.98 | 6.18 | 12.20 | 7.79 | 17.44 | 36.29 | 6.59 | 8.29 | 4.09 | 4.84 | 6.96 | 21.84 | 19.86 |
| Yield(%) | NA | 3.83 | 5.19 | 5.26 | 3.82 | NA | NA | … | … | NA | 0.52 | 3.74 | 5.43 | 5.39 | 8.05 | 2.80 | 2.16 | 0.25 | 1.92 | 4.69 | 2.87 | 3.83 | 3.25 | 3.57 | 2.44 | 3.38 | 3.13 | 3.58 | 3.04 | 1.97 | 1.29 | 0.29 | 0.62 | 0.94 |
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 Strategic Asset Allocation – Optimal Moderate |
-9.50%
Feb 2006 – Feb 2009 |
-1.66%
Feb 2004 – Feb 2009 |
2.13%
Oct 2013 – Oct 2023 |
2.44%
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 Strategic Asset Allocation – Optimal Moderate |
17.61%
Feb 2009 – Feb 2012 |
14.24%
Feb 2009 – Feb 2014 |
8.54%
Feb 2009 – Feb 2019 |
6.98%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart