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PGIM Quant Solutions Large-Cap Index Fund (PDSIX)

42.75 +0.19 (+0.45%)
At close: 8:01 PM EDT

Fund Summary

The fund normally invests over 80% of its investable assets in securities included in the S&P 500 Index in approximately the same proportions as those of the index. The advisory attempts to replicate the security composition of the S&P 500 Index and employs a “passively managed”—or index—investment approach. The S&P 500 Index is an unmanaged index of over 500 stocks of large U.S. public companies.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 32.13%
Worst 1Y Total Return --
Number of Years Up 20
Number of Years Down 6

Performance & Risk

YTD Return 15.65%
5y Average Return 14.58%
Rank in Category (ytd) 29
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
PDSIXCategory AveragePDSIXCategory AveragePDSIXCategory Average
Alpha -0.2 -0.01 -0.17 -0.01 -0.16 -0.01
BETA 1 0.01 1 0.01 1 0.01
Mean Annual Return 0.86 0.01 1.36 0.01 1.11 0.01
R-squared 100 0.94 100 0.95 100 0.95
Standard Deviation 17.81 0.17 18.03 0.19 15.26 0.15
Sharpe Ratio 0.38 0 0.77 0.01 0.76 0.01
Treynor Ratio 5.43 0.03 13.3 0.1 11.09 0.1

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