PGIM QMAW Keynes Systematic Absolute Return

Investment Objective

The fund seeks a return of LIBOR plus 5% while targeting 7% volatility and simultaneously attempting to limit the risk of capital loss. Invests in exchange-traded equity index and bond futures and forward foreign exchange contracts. Uses macroeconomic, momentum, value, carry, sentiment and intermarket linkages within a systematic approach to determine asset allocation and employ advanced risk management techniques to limit drawdowns.

Performance

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2019 0.4 0.4 0.4 0.6 0.1 1.0 0.5 0.9 0.1 0.5 0.8 0.3 0.8
2018 0.3 0.9 0.5 0.4 0.8 0.8 0.0 0.2 0.8 0.7 0.5 0.7 0.7

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