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PGIM Quant Solutions Large-Cap Cor Eq R6 (PTMQX)

21.84
+0.09
+(0.41%)
At close: May 29 at 6:46:59 PM EDT

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 29.81%
Worst 1Y Total Return --
Number of Years Up 6
Number of Years Down 2

Performance & Risk

YTD Return -0.73%
5y Average Return 15.72%
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
PTMQXCategory AveragePTMQXCategory AveragePTMQXCategory Average
Alpha -1.06 -0.01 -0.04 -0.01 -1.16 -0.01
BETA 1.03 0.01 0.99 0.01 1.03 0.01
Mean Annual Return 1 0.01 1.31 0.01 1 0.01
R-squared 99.18 0.94 98.26 0.95 98.43 0.95
Standard Deviation 16.98 0.17 16.07 0.19 15.93 0.15
Sharpe Ratio 0.44 0 0.8 0.01 0.63 0.01
Treynor Ratio 6.27 0.03 12.68 0.1 9.01 0.1

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