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PGIM Quant Solutions Large-Cap Cor Eq Z (PTEZX)

21.82
-0.09
(-0.41%)
As of 8:07:00 AM EDT. Market Open.

Fund Summary

The fund normally invests at least 80% of its investable assets in equity and equity-related securities of large capitalization U.S. companies. The sub-adviser employs a quantitatively driven, bottom-up investment process. The stock selection process utilizes an adaptive model that evaluates stocks differently based on their growth expectations.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 33.25%
Worst 1Y Total Return --
Number of Years Up 19
Number of Years Down 6

Performance & Risk

YTD Return -0.55%
5y Average Return 16.33%
Rank in Category (ytd) 91
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating

Risk Statistics

3 Years 5 Years 10 Years
PTEZXCategory AveragePTEZXCategory AveragePTEZXCategory Average
Alpha -1.11 -0.01 -0.14 -0.01 -1.25 -0.01
BETA 1.03 0.01 0.99 0.01 1.03 0.01
Mean Annual Return 1 0.01 1.3 0.01 0.99 0.01
R-squared 99.19 0.94 98.27 0.95 98.44 0.95
Standard Deviation 16.94 0.17 16.05 0.19 15.92 0.15
Sharpe Ratio 0.44 0 0.79 0.01 0.62 0.01
Treynor Ratio 6.22 0.03 12.57 0.1 8.91 0.1

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