Prudential Jennison Market Risk Adjusted Performance
| PWJCX Fund | | | USD 28.48 -0.08 -0.28% |
Historical market data for Prudential Jennison International forms the basis of the Market Risk Adjusted Performance indicator shown here. The calculation draws on time-series market data across available periods. Diversification context is available through
Your Equity Center. Diversification context helps frame allocation across holdings. Diversified allocation aims to distribute exposure across multiple positions. This summary reflects available observations without forecasting intent. This includes a position in Prudential Jennison International. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in median.
Prudential Jennison International has current Market Risk Adjusted Performance of
-0.08.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in Prudential Jennison |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Prudential Jennison International is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Compare Prudential Jennison to Peers
Other Technical Indicators