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PGIM QMA Strategic Alpha Small-Cap Value ETF (PQSV)

ETF · Currency in USD
Issuer
Prudential
Inception Date
Nov 13, 2018
Region
North America (U.S.)
Category
Small Cap Value Equities
Expense Ratio
0.29%
Index Tracked
No Index (Active)
Asset Class
Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

PQSVPrice Chart


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PQSVPerformance

The chart shows the growth of $10,000 invested in PGIM QMA Strategic Alpha Small-Cap Value ETF on Nov 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,177 for a total return of roughly 41.77%. All prices are adjusted for splits and dividends.


PQSV (PGIM QMA Strategic Alpha Small-Cap Value ETF)
Benchmark (S&P 500)

PQSVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.30%-2.13%
6M5.40%5.37%
YTD28.13%16.18%
1Y54.65%23.47%
5Y12.79%17.55%
10Y12.79%17.55%

PQSVMonthly Returns Heatmap


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PQSVSharpe 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 Small-Cap Value ETF Sharpe ratio is 2.49. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


PQSV (PGIM QMA Strategic Alpha Small-Cap Value ETF)
Benchmark (S&P 500)

PQSVDividends

PGIM QMA Strategic Alpha Small-Cap Value ETF granted a 1.49% dividend yield in the last twelve months, as of Dec 26, 2021. The annual payout for that period amounted to $0.99 per share.


PeriodTTM202020192018
Dividend$0.99$0.84$1.49$0.19

Dividend yield

1.49%1.62%2.89%0.45%

PQSVDrawdowns Chart

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


PQSV (PGIM QMA Strategic Alpha Small-Cap Value ETF)
Benchmark (S&P 500)

PQSVWorst Drawdowns

The table below shows the maximum drawdowns of the PGIM QMA Strategic Alpha Small-Cap Value 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 Small-Cap Value ETF is 45.83%, recorded on Mar 18, 2020. It took 189 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.83%Dec 27, 201956Mar 18, 2020189Dec 15, 2020245
-11.5%Dec 10, 20189Dec 20, 201836Feb 13, 201945
-10.73%May 7, 201979Aug 27, 201912Sep 13, 201991
-8.61%Jun 9, 202128Jul 19, 2021
-8.31%Mar 15, 20218Mar 24, 202147Jun 1, 202155
-6.44%Feb 25, 201920Mar 22, 201929May 3, 201949
-6.08%Sep 16, 201917Oct 8, 201915Oct 29, 201932
-5.14%Jan 15, 202110Jan 29, 20214Feb 4, 202114
-2.9%Feb 25, 20212Feb 26, 20213Mar 3, 20215
-2.64%Nov 6, 201912Nov 21, 20194Nov 27, 201916

PQSVVolatility Chart

Current PGIM QMA Strategic Alpha Small-Cap Value ETF volatility is 9.96%. 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.


PQSV (PGIM QMA Strategic Alpha Small-Cap Value ETF)
Benchmark (S&P 500)

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