PNC Multi Factor Small Cap Core

Scorecard
4 / 5 Stars
Lipper
5 4 3 4 5
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.1
Mean 1.66
Sharpe Ratio 1.23
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 88.84 95.1
Beta 1.22 0.96
Alpha 2.62 5.57