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PGIM Quant Solutions Large-Cap Index A (PSIAX)

44.44
-0.50
(-1.11%)
At close: June 13 at 8:01:59 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 31.72%
Worst 1Y Total Return --
Number of Years Up 19
Number of Years Down 6

Performance & Risk

YTD Return 2.36%
5y Average Return 14.58%
Rank in Category (ytd) 55
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
PSIAXCategory AveragePSIAXCategory AveragePSIAXCategory Average
Alpha -0.53 -0.01 -0.52 -0.01 -0.5 -0.01
BETA 1 0.01 1 0.01 1 0.01
Mean Annual Return 1.2 0.01 1.3 0.01 1.07 0.01
R-squared 100 0.94 100 0.95 100 0.95
Standard Deviation 16.64 0.17 16.21 0.19 15.47 0.15
Sharpe Ratio 0.58 0 0.79 0.01 0.7 0.01
Treynor Ratio 9 0.03 12.41 0.1 10.26 0.1

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