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 (Jul 30, 2018)34.15%
Worst 1 Yr Total Return (Jul 30, 2018)-36.23%

Risk Statistics

3 Years
PLIVXCategory Average
5 Years
PLIVXCategory Average
10 Years
PLIVXCategory Average
Alpha
-4.88-0.02
-3.04-0.03
-2.73-0.02
Beta
0.90.01
0.930.01
0.980.01
Mean Annual Return
0.520.01
0.750.01
0.70.01
R-squared
88.720.83
89.170.85
95.310.91
Standard Deviation
9.750.11
9.560.1
14.80.16
Sharpe Ratio
0.560.01
0.880.01
0.540.01
Treynor Ratio
5.770.09
8.980.1
7.280.09