PNC Multi Factor Small Cap Growth

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.7
Mean 1.35
Sharpe Ratio 1.03
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 82.0 95.46
Beta 1.16 0.86
Alpha -2.5 3.28

See Also:

Top PNC Funds Funds