PRUDENTIAL CORE PLUS BOND FUND 12

Posted by Ellyn Dora on Thursday, June 20, 2024
Alpha 1 Year2.90 Alpha 3 Years1.06 Alpha 5 Years1.25 Average Gain 1 Year1.90 Average Gain 3 Years1.63 Average Gain 5 Years1.55 Average Loss 1 Year-1.60 Average Loss 3 Years-1.81 Average Loss 5 Years-1.73 Batting Average 1 Year91.67 Batting Average 3 Years75.00 Batting Average 5 Years71.67 Beta 1 Year1.02 Beta 3 Years1.03 Beta 5 Years1.09 Capture Ratio Down 1 Year84.57 Capture Ratio Down 3 Years96.48 Capture Ratio Down 5 Years112.16 Capture Ratio Up 1 Year109.33 Capture Ratio Up 3 Years103.31 Capture Ratio Up 5 Years124.62 Correlation 1 Year99.83 Correlation 3 Years98.70 Correlation 5 Years91.00 High 1 Year179.64 Information Ratio 1 Year5.87 Information Ratio 3 Years0.57 Information Ratio 5 Years0.30 Low 1 Year161.41 Maximum Loss 1 Year-4.39 Maximum Loss 3 Years-18.27 Maximum Loss 5 Years-18.27 Performance Current Year2.32 Performance since Inception15.92 Risk adjusted Return 3 Years-5.89 Risk adjusted Return 5 Years-1.97 Risk adjusted Return Since Inception-3.54 R-Squared (R²) 1 Year99.66 R-Squared (R²) 3 Years97.42 R-Squared (R²) 5 Years82.81 Sortino Ratio 1 Year-0.21 Sortino Ratio 3 Years-0.87 Sortino Ratio 5 Years-0.21 Tracking Error 1 Year0.44 Tracking Error 3 Years1.20 Tracking Error 5 Years3.13 Trailing Performance 1 Month1.75 Trailing Performance 1 Week0.54 Trailing Performance 1 Year6.95 Trailing Performance 2 Years5.16 Trailing Performance 3 Months4.77 Trailing Performance 3 Years-6.50 Trailing Performance 4 Years-4.56 Trailing Performance 5 Years5.27 Trailing Performance 6 Months2.74 Trailing Return 1 Month1.08 Trailing Return 1 Year5.23 Trailing Return 2 Months2.97 Trailing Return 2 Years2.96 Trailing Return 3 Months0.43 Trailing Return 3 Years-2.34 Trailing Return 4 Years-0.95 Trailing Return 5 Years0.71 Trailing Return 6 Months0.55 Trailing Return 6 Years2.11 Trailing Return 9 Months7.98 Trailing Return Since Inception2.09 Trailing Return YTD - Year to Date0.55 Treynor Ratio 1 Year-1.38 Treynor Ratio 3 Years-5.39 Treynor Ratio 5 Years-1.34

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