|α||(average alpha)||=||(0.06)||β||(beta)||=||0.76||30 days against GSPC|
|Risk Adjusted Performance 0.0014||Jensen Alpha (0.06)||Total Risk Alpha (0.10)||Sortino Ratio (0.07)||Treynor Ratio (0.01)|
Prudential Market Performance
Over the last 30 days Prudential Financial Services A has generated negative risk-adjusted returns adding no value to investors with long positions. More Info
Prudential Return and Market Media
The median price of Prudential for the period between Tue, Nov 5, 2013 and Thu, Dec 5, 2013 is 17.04 with a coefficient of variation of 0.93. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 17.05, and mean deviation of 0.13. The Fund did not receive any noticable media coverage during the period.