Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPMRX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS R) | NA | -7.82% | 7.99% | 7.34% | 9.78% | NA | NA | … | … |
Data as of 02/01/2019, Common starting date is 11/23/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPMRX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS R) | 11/23/2004 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.82 | 7.99 | 7.34 | 9.78 | NA | NA | … | … | 0.00 | -4.00 | 17.35 | 8.17 | 0.38 | 10.34 | 19.54 | 11.70 | -1.37 | 11.40 | 20.37 | -28.93 | 7.20 | 11.73 | -2.17 | 2.94 |
| Sharpe Ratio | NA | -0.70 | 0.70 | 0.55 | 0.78 | NA | NA | … | … | 0.00 | -0.40 | 2.61 | 0.69 | 0.02 | 0.94 | 2.00 | 1.42 | -0.09 | 0.94 | 1.18 | -1.21 | 0.38 | 1.08 | -0.39 | 5.64 |
| Standard Deviation(%) | NA | 13.24 | 10.34 | 11.64 | 12.11 | NA | NA | … | … | NA | 13.46 | 6.43 | 11.46 | 14.74 | 10.94 | 9.74 | 8.28 | 15.11 | 11.97 | 17.22 | 24.52 | 11.09 | 7.87 | 11.06 | 5.47 |
| Draw Down(%) | NA | 9.45 | 10.04 | 11.06 | 14.94 | NA | NA | … | … | 0.00 | 10.04 | 2.77 | 7.58 | 11.06 | 6.91 | 6.37 | 6.96 | 13.84 | 10.19 | 19.65 | 37.53 | 6.63 | 7.89 | 8.62 | 0.75 |
| Yield(%) | 0.00 | 18.78 | 11.89 | 9.40 | 9.20 | 5.38 | 4.03 | … | … | 0.00 | 19.48 | 4.60 | 7.79 | 2.69 | 6.89 | 6.43 | 1.81 | 0.75 | 0.67 | 2.54 | 3.03 | 9.42 | 5.60 | 1.41 | 0.64 |
Data as of 02/01/2019, Common starting date is 11/23/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPMRX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS R) |
-10.19%
Feb 2006 – Feb 2009 |
-0.95%
Jun 2005 – Jun 2010 |
3.88%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPMRX (PRUDENTIAL QMA DEFENSIVE EQUITY FUND CLASS R) |
17.29%
Feb 2009 – Feb 2012 |
15.18%
Feb 2009 – Feb 2014 |
10.11%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart