Pgim High Risk Adjusted Performance

PHYGX Fund  USD 4.65  0.01  0.22%   
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Pgim High Yield has current Risk Adjusted Performance of 0.019.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.019
ER[a] = Expected return on investing in Pgim High
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Pgim High Risk Adjusted Performance Peers Comparison

Pgim Risk Adjusted Performance Relative To Other Indicators

Pgim High Yield 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  67.98  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pgim High Yield is roughly  67.98 
Compare Pgim High to Peers

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