AB and PRU
AB and PRU stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AB AllianceBernstein Holding L.P. | Financial Services | 50% |
PRU Prudential Financial, Inc. | Financial Services | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AB and PRU, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Dec 13, 2001, corresponding to the inception date of PRU
Returns By Period
As of Aug 30, 2024, the AB and PRU returned 18.72% Year-To-Date and 10.07% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| AB and PRU | 19.07% | -1.84% | 11.88% | 27.10% | 14.33% | 10.12% |
| Portfolio components: | ||||||
AB AllianceBernstein Holding L.P. | 18.60% | -0.34% | 10.37% | 21.56% | 13.29% | 11.32% |
PRU Prudential Financial, Inc. | 19.51% | -3.32% | 13.39% | 32.66% | 14.04% | 7.38% |
Monthly Returns
The table below presents the monthly returns of AB and PRU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.64% | 0.89% | 8.52% | -4.75% | 6.23% | -0.99% | 5.68% | 19.07% | |||||
| 2023 | 7.91% | 0.45% | -11.23% | 0.37% | -3.56% | 2.34% | 4.70% | -1.22% | -0.86% | -4.48% | 5.75% | 6.59% | 5.23% |
| 2022 | -0.40% | -0.29% | 5.42% | -11.78% | 4.02% | -6.05% | 5.24% | -1.88% | -14.61% | 15.02% | 6.33% | -11.20% | -13.56% |
| 2021 | 2.48% | 9.18% | 7.20% | 8.97% | 7.03% | -0.44% | 0.77% | 8.67% | -3.10% | 9.18% | -7.96% | 1.55% | 50.82% |
| 2020 | 2.66% | -10.25% | -35.36% | 22.83% | 4.86% | 4.87% | 5.29% | 4.45% | -5.70% | 5.38% | 14.56% | 4.59% | 5.35% |
| 2019 | 12.29% | 1.37% | -2.55% | 8.61% | -9.17% | 9.33% | 0.91% | -12.15% | 7.63% | 0.68% | 2.33% | 2.25% | 20.27% |
| 2018 | 6.16% | -4.52% | -0.75% | 1.99% | -0.49% | -1.19% | 6.85% | -0.03% | 2.22% | -6.25% | 4.03% | -11.25% | -4.65% |
| 2017 | 0.30% | 5.11% | -3.51% | 0.27% | -0.34% | 4.01% | 4.68% | -6.24% | 3.89% | 5.13% | 2.09% | -0.28% | 15.38% |
| 2016 | -18.26% | 2.28% | 13.84% | 3.78% | 2.43% | -5.50% | 4.19% | -0.18% | 3.50% | -0.29% | 12.94% | 3.53% | 19.99% |
| 2015 | -11.27% | 14.59% | 4.05% | 1.58% | 2.94% | -1.09% | -3.03% | -3.56% | -4.13% | 3.28% | 0.70% | -4.51% | -2.58% |
| 2014 | -1.95% | 6.24% | 1.92% | -1.46% | -0.35% | 7.41% | -0.50% | 5.75% | -4.04% | 2.35% | -1.20% | 1.18% | 15.67% |
| 2013 | 12.63% | 6.17% | -0.04% | 5.32% | 11.51% | -6.20% | 7.40% | -7.92% | 3.52% | 9.17% | 4.55% | 0.01% | 53.89% |
Expense Ratio
AB and PRU has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AB and PRU is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 0.93 | 1.41 | 1.17 | 0.46 | 3.54 |
PRU Prudential Financial, Inc. | 1.55 | 1.94 | 1.29 | 1.57 | 6.90 |
Dividends
Dividend yield
AB and PRU granted a 6.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AB and PRU | 6.30% | 6.63% | 7.56% | 5.79% | 6.95% | 5.97% | 7.48% | 5.56% | 5.08% | 5.54% | 4.86% | 4.66% |
| Portfolio components: | ||||||||||||
AB AllianceBernstein Holding L.P. | 8.30% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% | 7.32% | 7.45% |
PRU Prudential Financial, Inc. | 4.30% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the AB and PRU. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AB and PRU was 87.29%, occurring on Mar 9, 2009. Recovery took 2110 trading sessions.
The current AB and PRU drawdown is 2.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.29% | May 8, 2007 | 463 | Mar 9, 2009 | 2110 | Jul 25, 2017 | 2573 |
| -57.13% | Feb 21, 2020 | 22 | Mar 23, 2020 | 204 | Jan 12, 2021 | 226 |
| -35.94% | Jan 8, 2002 | 191 | Oct 9, 2002 | 238 | Sep 19, 2003 | 429 |
| -29.2% | Nov 4, 2021 | 348 | Mar 24, 2023 | 329 | Jul 17, 2024 | 677 |
| -23.7% | Oct 5, 2018 | 55 | Dec 24, 2018 | 77 | Apr 16, 2019 | 132 |
Volatility
Volatility Chart
The current AB and PRU volatility is 9.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| AB | PRU | |
|---|---|---|
| AB | 1.00 | 0.50 |
| PRU | 0.50 | 1.00 |