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PGIM QMA Strategic Alpha Large-Cap Core ETF (PQLC)

ETF · Currency in USD · Last updated May 17, 2022

PQLC is an actively managed ETF by Prudential. PQLC launched on Oct 17, 2018 and has a 0.17% expense ratio.

ETF Info

PQLCShare Price Chart


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PQLCPerformance

The chart shows the growth of $10,000 invested in PGIM QMA Strategic Alpha Large-Cap Core ETF on Oct 19, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,070 for a total return of roughly 50.70%. All prices are adjusted for splits and dividends.


PQLC (PGIM QMA Strategic Alpha Large-Cap Core ETF)
Benchmark (^GSPC)

PQLCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.40%-2.13%
6M3.84%5.37%
YTD17.62%16.18%
1Y27.16%23.47%
5Y15.34%19.46%
10Y15.34%19.46%

PQLCMonthly Returns Heatmap


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PQLCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current PGIM QMA Strategic Alpha Large-Cap Core ETF Sharpe ratio is 2.11. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


PQLC (PGIM QMA Strategic Alpha Large-Cap Core ETF)
Benchmark (^GSPC)

PQLCDividend History

PGIM QMA Strategic Alpha Large-Cap Core ETF granted a 1.15% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to $0.81 per share.


PeriodTTM202020192018
Dividend$0.81$1.22$1.05$0.22

Dividend yield

1.15%2.03%1.91%0.52%

PQLCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


PQLC (PGIM QMA Strategic Alpha Large-Cap Core ETF)
Benchmark (^GSPC)

PQLCWorst Drawdowns

The table below shows the maximum drawdowns of the PGIM QMA Strategic Alpha Large-Cap Core ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the PGIM QMA Strategic Alpha Large-Cap Core ETF is 38.04%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.04%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-14.15%Oct 24, 201817Dec 24, 201829Feb 6, 201946
-6.49%May 6, 201919May 31, 201914Jun 20, 201933
-6.3%Jul 29, 201920Aug 23, 201916Sep 17, 201936
-5.51%Sep 3, 202121Oct 4, 2021
-4.2%Sep 18, 201915Oct 8, 201912Oct 24, 201927
-3.87%Jan 21, 20209Jan 31, 20208Feb 12, 202017
-3.8%Jan 21, 20217Jan 29, 20216Feb 8, 202113
-3.55%Feb 25, 20216Mar 4, 20214Mar 10, 202110
-3.41%May 10, 202129Jun 18, 20219Jul 1, 202138

PQLCVolatility Chart

Current PGIM QMA Strategic Alpha Large-Cap Core ETF volatility is 6.13%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PQLC (PGIM QMA Strategic Alpha Large-Cap Core ETF)
Benchmark (^GSPC)

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