PNC Multi Factor Small Cap Core

Scorecard
4 / 5 Stars
Lipper
5 5 3 4 5
Zacks Investment Research
---
Standard & Poor's
4 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.5
Mean 1.62
Sharpe Ratio 1.17
Bear Market Decile Rank 7

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 84.12 94.97
Beta 1.23 0.95
Alpha -0.56 5.12

See Also:

Top PNC Funds Funds