PGIM Quant Solutions Mid-Cap Value Fund (NCBVX)
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").
Fund Info
ISIN | US74441L3033 |
---|---|
CUSIP | 74441L303 |
Issuer | PGIM Investments |
Inception Date | Aug 19, 1998 |
Category | Mid Cap Value Equities |
Min. Investment | $1,000 |
Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Value |
Expense Ratio
NCBVX has a high expense ratio of 1.95%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PGIM Quant Solutions Mid-Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
PGIM Quant Solutions Mid-Cap Value Fund had a return of 1.47% year-to-date (YTD) and 13.20% in the last 12 months. Over the past 10 years, PGIM Quant Solutions Mid-Cap Value Fund had an annualized return of 4.62%, while the S&P 500 had an annualized return of 10.37%, indicating that PGIM Quant Solutions Mid-Cap Value Fund did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 1.47% | 5.57% |
1 month | -5.61% | -4.16% |
6 months | 18.89% | 20.07% |
1 year | 13.20% | 20.82% |
5 years (annualized) | 5.01% | 11.56% |
10 years (annualized) | 4.62% | 10.37% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.82% | 3.52% | 6.85% | |||||||||
2023 | -5.36% | 8.91% | 7.59% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NCBVX is 38, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
PGIM Quant Solutions Mid-Cap Value Fund(NCBVX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PGIM Quant Solutions Mid-Cap Value Fund (NCBVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
PGIM Quant Solutions Mid-Cap Value Fund granted a 1.55% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.29 | $0.29 | $0.20 | $0.14 | $0.23 | $0.30 | $1.85 | $1.29 | $0.52 | $1.24 | $1.16 | $1.91 |
Dividend yield | 1.55% | 1.58% | 1.17% | 0.74% | 1.60% | 1.93% | 13.70% | 6.69% | 2.83% | 7.89% | 6.30% | 11.13% |
Monthly Dividends
The table displays the monthly dividend distributions for PGIM Quant Solutions Mid-Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | |||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.85 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.29 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.24 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.16 |
2013 | $1.91 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the PGIM Quant Solutions Mid-Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PGIM Quant Solutions Mid-Cap Value Fund was 72.98%, occurring on Mar 9, 2009. Recovery took 1273 trading sessions.
The current PGIM Quant Solutions Mid-Cap Value Fund drawdown is 5.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-72.98% | Oct 4, 2005 | 859 | Mar 9, 2009 | 1273 | Mar 31, 2014 | 2132 |
-57.5% | Jan 29, 2018 | 541 | Mar 23, 2020 | 243 | Mar 10, 2021 | 784 |
-26.54% | May 23, 2001 | 343 | Oct 9, 2002 | 247 | Oct 3, 2003 | 590 |
-23.15% | Jan 18, 2022 | 178 | Sep 30, 2022 | 373 | Mar 27, 2024 | 551 |
-22.5% | Mar 23, 2015 | 226 | Feb 11, 2016 | 191 | Nov 11, 2016 | 417 |
Volatility
Volatility Chart
The current PGIM Quant Solutions Mid-Cap Value Fund volatility is 4.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.