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    PNC Small Cap A (PPCAX)

    20.71 Down 0.31(1.47%) Oct 20

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):41.76%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.68-5.77
    Beta (against Standard Index)1.061.06
    Mean Annual Return0.520.51
    R-squared (against Standard Index)64.7858.63
    Standard Deviation14.3215.13
    Sharpe Ratio0.430.41
    Treynor Ratio4.924.80
    5 Years
    Alpha (against Standard Index)-0.68-3.46
    Beta (against Standard Index)1.131.15
    Mean Annual Return1.431.23
    R-squared (against Standard Index)71.2568.33
    Standard Deviation14.8615.49
    Sharpe Ratio1.150.95
    Treynor Ratio15.3212.58
    10 Years
    Alpha (against Standard Index)-0.020.02
    Beta (against Standard Index)1.151.14
    Mean Annual Return0.770.77
    R-squared (against Standard Index)83.2679.65
    Standard Deviation19.1719.58
    Sharpe Ratio0.440.43
    Treynor Ratio5.945.93