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    More On PJIZX

    Prudential QMA International Equity Z (PJIZX)

    6.58 Up 0.02(0.30%) Jan 13

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):44.66%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.09%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.12-0.82
    Beta (against Standard Index)0.960.92
    Mean Annual Return-0.17-0.15
    R-squared (against Standard Index)96.7289.00
    Standard Deviation12.3812.41
    Sharpe Ratio-0.18-0.15
    Treynor Ratio-3.05-2.73
    5 Years
    Alpha (against Standard Index)0.930.61
    Beta (against Standard Index)0.980.95
    Mean Annual Return0.550.51
    R-squared (against Standard Index)96.7790.30
    Standard Deviation13.3313.37
    Sharpe Ratio0.490.45
    Treynor Ratio5.875.60
    10 Years
    Alpha (against Standard Index)-1.55-1.12
    Beta (against Standard Index)1.020.98
    Mean Annual Return0.110.14
    R-squared (against Standard Index)97.2094.00
    Standard Deviation19.6919.44
    Sharpe Ratio0.030.05
    Treynor Ratio-1.37-0.91