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 Down5
Best 1 Yr Total Return (Dec 30, 2018)34.15%
Worst 1 Yr Total Return (Dec 30, 2018)-36.23%

Risk Statistics

3 Years
PLIVXCategory Average
5 Years
PLIVXCategory Average
10 Years
PLIVXCategory Average
Alpha
-7.05-0.02
-4.09-0.03
-3.64-0.02
Beta
0.980.01
0.960.01
10.01
Mean Annual Return
0.190.01
0.360
0.80.01
R-squared
89.860.84
90.630.86
94.80.91
Standard Deviation
11.330.11
11.020.11
13.90.14
Sharpe Ratio
0.10.01
0.330
0.660.01
Treynor Ratio
0.540.06
3.270.05
8.640.11