Prudential Jennison Risk Adjusted Performance
PSCJX Fund | USD 26.08 0.06 0.23% |
PRUDENTIAL |
| = | 0.121 |
ER[a] | = | Expected return on investing in Prudential Jennison |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Prudential Jennison Risk Adjusted Performance Peers Comparison
PRUDENTIAL Risk Adjusted Performance Relative To Other Indicators
Prudential Jennison Small is regarded third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 45.84 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Prudential Jennison Small is roughly 45.84
Risk Adjusted Performance |
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Prudential Jennison Technical Signals
All Prudential Jennison Technical Indicators
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Math Operators | ||
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Overlap Studies | ||
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Price Transform | ||
Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.121 | |||
Market Risk Adjusted Performance | 0.1346 | |||
Mean Deviation | 0.6834 | |||
Semi Deviation | 0.6717 | |||
Downside Deviation | 0.8724 | |||
Coefficient Of Variation | 642.78 | |||
Standard Deviation | 0.9661 | |||
Variance | 0.9334 | |||
Information Ratio | 0.0269 | |||
Jensen Alpha | 0.0116 | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | 0.0298 | |||
Treynor Ratio | 0.1246 | |||
Maximum Drawdown | 5.55 | |||
Value At Risk | (1.36) | |||
Potential Upside | 1.59 | |||
Downside Variance | 0.7611 | |||
Semi Variance | 0.4512 | |||
Expected Short fall | (0.77) | |||
Skewness | 0.8166 | |||
Kurtosis | 3.87 |