C000204798 Performance — PGIM QMA Strategic Alpha International Equity ETF
Data updated: 2023-01-25
C000204798 returned −10.61% over one year to Nov 2022. The annualised 3-year return is +1.04%. The fund trailed its Global Multi-Cap Blend category average: $100 invested three years ago grew to $103, against $118 for the category, and to $89 over one year, against $93. Volatility over the past three years was 19.19% a year. In the 12 months to Nov 2022 the fund took in a net $0, and assets reached $33.89M.
C000204798 Growth of $100
What $100 invested in PGIM QMA Strategic Alpha International Equity ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Multi-Cap Blend category average over the same months.
| Period | C000204798 | Category average |
|---|---|---|
| 1 year (Dec 2021 – Nov 2022) | $89 | $93 |
| 3 years (Dec 2019 – Nov 2022) | $103 | $118 |
| Since data start (Sep 2019 – Nov 2022) | $112 | $124 |
C000204798 Trailing Returns
Total returns to Nov 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −10.61% |
| 3 years (annualised) | +1.04% |
C000204798 Annual Returns
Calendar-year total returns of PGIM QMA Strategic Alpha International Equity ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Nov) | −14.01% |
| 2021 | +9.58% |
| 2020 | +7.00% |
| 2019 (Sep–Dec) | +11.26% |
C000204798 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −3.7% | −1.8% | −1.0% | −5.6% | +1.7% | −8.3% | +4.8% | −4.8% | −9.9% | +4.3% | +11.3% | — |
| 2021 | −0.2% | +0.9% | +4.0% | +1.4% | +3.9% | −1.7% | +0.8% | +1.4% | −2.4% | +1.1% | −3.6% | +4.0% |
| 2020 | −2.4% | −9.2% | −12.8% | +6.9% | +5.5% | +2.7% | +0.9% | +5.5% | −1.5% | −3.6% | +13.5% | +4.1% |
| 2019 | — | — | — | — | — | — | — | — | +3.4% | +4.8% | +0.4% | +2.3% |
C000204798 Risk
Risk measures from monthly returns over Dec 2019 – Nov 2022.
- 3-year volatility (annualised): 19.19%
- 3-year Sharpe ratio: -0.18 (vs 4.5% risk-free rate)
- Best month: +13.54% (Nov 2020)
- Worst month: −12.77% (Mar 2020)
C000204798 Fund Flows
Monthly money in and out of PGIM QMA Strategic Alpha International Equity ETF, from SEC Form N-PORT.
- 12-month net flow: $0
- 12-month gross sales (incl. reinvestments): $0
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | $0 | $0 |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
C000204798 Assets Under Management
Net assets of PGIM QMA Strategic Alpha International Equity ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-11-30 | $33.89M |
| 2022-08-31 | $32.65M |
| 2022-05-31 | $35.72M |
| 2022-02-28 | $37.61M |
| 2021-11-30 | $41.24M |
| 2021-08-31 | $43.59M |
| 2021-05-31 | $43.75M |
| 2021-02-28 | $39.94M |
| 2020-11-30 | $38.48M |
| 2020-08-31 | $35.86M |
| 2020-05-31 | $33.11M |
| 2020-02-29 | $33.68M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.