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

Risk Statistics

3 Years
PLIVXCategory Average
5 Years
PLIVXCategory Average
10 Years
PLIVXCategory Average
Alpha
-3.83-0.03
-2.57-0.03
-2.95-0.02
Beta
0.880.01
0.940.01
0.990.01
Mean Annual Return
0.490.01
0.780.01
0.570.01
R-squared
88.150.83
89.560.85
95.460.92
Standard Deviation
9.640.11
9.750.1
15.190.16
Sharpe Ratio
0.540.01
0.920.01
0.430.01
Treynor Ratio
5.560.07
9.470.1
5.570.07