PNC Multi Factor Small Cap Growth

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.17
Mean 1.42
Sharpe Ratio 1.12
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 85.87 95.1
Beta 1.13 0.84
Alpha 1.03 3.19