PNC S&P 500 Index

Scorecard
3 / 5 Stars
Lipper
3 3 5 2 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.46
Mean 1.14
Sharpe Ratio 1.09
Bear Market Decile Rank 31

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
S&P 500 TR USD
R-Squared 99.98 99.98
Beta 1.0 1.0
Alpha -0.51 -0.51