PLIVX - PNC Multi-Factor Large Cap Value I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★
Number of Years Up19
Number of Years Down4
Best 1 Yr Total Return (Sep 29, 2018)34.15%
Worst 1 Yr Total Return (Sep 29, 2018)-36.23%

Risk Statistics

3 Years
PLIVXCategory Average
5 Years
PLIVXCategory Average
10 Years
PLIVXCategory Average
Alpha
-5.62-0.03
-3.24-0.03
-3.36-0.02
Beta
0.90.01
0.920.01
0.980.01
Mean Annual Return
0.770.01
0.770.01
0.740.01
R-squared
85.780.79
88.20.83
95.280.91
Standard Deviation
8.870.1
9.340.1
14.530.15
Sharpe Ratio
0.940.01
0.930.01
0.590.01
Treynor Ratio
9.270.13
9.420.1
7.860.09