Prudential Utility Risk Adjusted Performance
PCUFX Fund | USD 17.38 0.02 0.11% |
Prudential |
| = | 0.1574 |
ER[a] | = | Expected return on investing in Prudential Utility |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Prudential Utility Risk Adjusted Performance Peers Comparison
Prudential Risk Adjusted Performance Relative To Other Indicators
Prudential Utility Fund is regarded fourth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 34.14 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Utility Fund is roughly 34.14
Risk Adjusted Performance |
Compare Prudential Utility to Peers |
Thematic Opportunities
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Prudential Utility Technical Signals
All Prudential Utility Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.1574 | |||
Market Risk Adjusted Performance | 0.7308 | |||
Mean Deviation | 0.8164 | |||
Semi Deviation | 0.7371 | |||
Downside Deviation | 0.948 | |||
Coefficient Of Variation | 494.79 | |||
Standard Deviation | 1.03 | |||
Variance | 1.06 | |||
Information Ratio | 0.0806 | |||
Jensen Alpha | 0.1667 | |||
Total Risk Alpha | 0.0432 | |||
Sortino Ratio | 0.0877 | |||
Treynor Ratio | 0.7208 | |||
Maximum Drawdown | 5.37 | |||
Value At Risk | (1.26) | |||
Potential Upside | 1.95 | |||
Downside Variance | 0.8987 | |||
Semi Variance | 0.5433 | |||
Expected Short fall | (1.00) | |||
Skewness | 0.0596 | |||
Kurtosis | 0.4347 |