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    PNC Multi Factor Small Cap Core I (PLOIX)

    21.92 Down 0.04(0.18%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):50.08%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.49-4.83
    Beta (against Standard Index)1.041.06
    Mean Annual Return0.850.59
    R-squared (against Standard Index)65.7458.86
    Standard Deviation14.3115.53
    Sharpe Ratio0.710.46
    Treynor Ratio9.145.73
    5 Years
    Alpha (against Standard Index)-0.30-5.60
    Beta (against Standard Index)1.131.20
    Mean Annual Return1.230.86
    R-squared (against Standard Index)77.2273.04
    Standard Deviation15.4816.99
    Sharpe Ratio0.940.61
    Treynor Ratio12.727.82
    10 Years
    Alpha (against Standard Index)0.23-0.42
    Beta (against Standard Index)1.051.14
    Mean Annual Return0.770.78
    R-squared (against Standard Index)81.6379.57
    Standard Deviation17.7519.58
    Sharpe Ratio0.470.43
    Treynor Ratio6.745.95