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PGIM Quant Solutions Mid-Cap Val Z (SPVZX)

23.30 +0.02 (+0.09%)
At close: April 26 at 8:00 PM EDT

Fund Summary

The fund normally invests at least 80% of its investable assets in equity and equity-related securities of mid-cap companies. The sub-adviser considers mid-cap companies to be companies with market capitalizations within the market cap range of companies included in the Russell Midcap Index (measured at the time of purchase). Most of the fund's assets will typically be invested in U.S. equity and equity-related securities, including up to 25% of its total assets in real estate investment trusts ("REITs").

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 37.61%
Worst 1Y Total Return --
Number of Years Up 11
Number of Years Down 7

Performance & Risk

YTD Return 3.65%
5y Average Return 6.45%
Rank in Category (ytd) 43
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
SPVZXCategory AverageSPVZXCategory AverageSPVZXCategory Average
Alpha -3.61 -0.09 -7.99 -0.07 -7.49 -0.06
BETA 1.03 0.01 1.31 0.01 1.24 0.01
Mean Annual Return 0.76 0.01 1 0.01 0.73 0.01
R-squared 69.98 0.85 74.52 0.82 74.2 0.84
Standard Deviation 21.52 0.25 27.79 0.2 21.82 0.17
Sharpe Ratio 0.29 0.01 0.35 0.01 0.34 0.01
Treynor Ratio 3.98 0.08 4.65 0.09 4.05 0.09

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