PGIM Quant Solutions International Eq R6 (PJRQX)
Fund Summary
The fund normally invests at least 80% of its investable assets (net assets plus borrowings made for investment purposes) in common stock and preferred stock of foreign companies. The sub-adviser manages a portfolio that includes both growth and value stocks and seeks to outperform the general international equity market. The sub-adviser utilizes a combination of active stock selection and risk management based on a number of different factors and criteria, including growth potential, valuation,quality, liquidity and investment risk. It may invest a large portion of its assets in a single country or region.
Risk Overview
Morningstar Risk Rating | |
Best 1Y Total Return | 28.97% |
Worst 1Y Total Return | -- |
Number of Years Up | 6 |
Number of Years Down | 2 |
Performance & Risk
YTD Return | 6.56% |
5y Average Return | 11.87% |
Rank in Category (ytd) | 70 |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 1.05 |
Morningstar Risk Rating |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
PJRQX | Category Average | PJRQX | Category Average | PJRQX | Category Average | |
Alpha | 3.4 | -0.04 | 2.35 | -0.03 | 0.5 | -0.01 |
BETA | 1.05 | 0.01 | 1 | 0.01 | 1.01 | 0.01 |
Mean Annual Return | 0.76 | 0.01 | 1.16 | 0.01 | 0.54 | 0 |
R-squared | 96.32 | 0.92 | 95.32 | 0.91 | 96.17 | 0.9 |
Standard Deviation | 17.33 | 0.2 | 15.78 | 0.17 | 15.41 | 0.16 |
Sharpe Ratio | 0.27 | 0 | 0.71 | 0 | 0.3 | 0 |
Treynor Ratio | 3.16 | 0.04 | 10.67 | 0.07 | 3.46 | 0.04 |