PLOIX - PNC Multi Factor Small Cap Core I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return (Dec 30, 2017)50.08%
Worst 1 Yr Total Return (Dec 30, 2017)-36.08%

Risk Statistics

3 Years
PLOIXCategory Average
5 Years
PLOIXCategory Average
10 Years
PLOIXCategory Average
Alpha
-0.96-0.02
-0.54-0.03
0.93-0.01
Beta
0.940.01
1.090.01
1.050.01
Mean Annual Return
0.810.01
1.330.01
0.890.01
R-squared
64.230.61
63.10.57
80.360.79
Standard Deviation
11.780.14
13.040.14
17.670.19
Sharpe Ratio
0.790.01
1.210.01
0.590
Treynor Ratio
9.570.09
14.660.13
8.760.07