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PGIM Quant Solutions Commodity Strategies Fund (PQ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US74440E8628
Issuer
PGIM
Inception Date
Nov 14, 2016
Category
Commodities
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Commodity

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 Commodity Strategies Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

PGIM Quant Solutions Commodity Strategies Fund (PQCMX) has returned 26.66% so far this year and 32.65% over the past 12 months.


PGIM Quant Solutions Commodity Strategies Fund

1D
0.57%
1M
12.26%
YTD
26.66%
6M
32.84%
1Y
32.65%
3Y*
13.54%
5Y*
14.09%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2017, PQCMX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2026 with a return of +12.3%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PQCMX closed higher 51% of trading days. The best single day was Mar 1, 2022 with a return of +4.2%, while the worst single day was Mar 9, 2022 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.95%1.69%12.26%26.66%
20253.79%0.73%3.77%-5.59%-0.74%2.53%-0.15%1.75%2.29%2.80%2.45%-0.41%13.62%
20241.07%-0.91%3.21%2.07%1.59%-1.14%-4.18%-0.60%5.00%-1.73%0.29%0.63%5.09%
2023-0.13%-4.44%-1.13%-1.42%-5.92%3.99%6.34%-0.55%0.00%0.14%-2.65%-2.66%-8.67%
20229.83%7.07%8.77%4.84%1.90%-10.83%4.88%-0.09%-9.41%2.41%2.77%-2.16%19.10%
20213.34%7.16%-1.79%8.34%2.65%2.33%1.26%-1.25%4.47%3.39%-8.03%3.96%27.81%

Benchmark Metrics

PGIM Quant Solutions Commodity Strategies Fund has an annualized alpha of 6.37%, beta of 0.21, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.88%) than losses (35.39%) — typical of diversified or defensive assets.
  • Beta of 0.21 may look defensive, but with R² of 0.07 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.07 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.37%
Beta
0.21
0.07
Upside Capture
40.88%
Downside Capture
35.39%

Expense Ratio

PQCMX has an expense ratio of 0.62%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PQCMX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PQCMX Risk / Return Rank: 9090
Overall Rank
PQCMX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PQCMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PQCMX Omega Ratio Rank: 8585
Omega Ratio Rank
PQCMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PQCMX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PGIM Quant Solutions Commodity Strategies Fund (PQCMX) and compare them to a chosen benchmark (S&P 500 Index).


PQCMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.90

+1.07

Sortino ratio

Return per unit of downside risk

2.54

1.39

+1.16

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.64

1.40

+2.25

Martin ratio

Return relative to average drawdown

9.72

6.61

+3.11

Explore PQCMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

PGIM Quant Solutions Commodity Strategies Fund provided a 6.38% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$1.00$2.00$3.00$4.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.56$0.56$0.27$0.26$2.34$3.92$0.00$0.10$0.27$0.15

Dividend yield

6.38%8.09%4.14%3.93%31.36%47.61%0.00%1.02%3.02%1.42%

Monthly Dividends

The table displays the monthly dividend distributions for PGIM Quant Solutions Commodity Strategies Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$2.34
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.92$3.92

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PGIM Quant Solutions Commodity Strategies 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 Commodity Strategies Fund was 33.00%, occurring on Mar 18, 2020. Recovery took 234 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33%May 24, 2018457Mar 18, 2020234Feb 22, 2021691
-26.78%Jun 10, 2022244May 31, 2023664Jan 23, 2026908
-11.97%Feb 13, 201791Jun 22, 2017147Jan 23, 2018238
-11.09%Oct 26, 202127Dec 2, 202133Jan 20, 202260
-9.38%Mar 9, 20226Mar 16, 202222Apr 18, 202228

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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