Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PIIAX (PNC S&P 500 Index A) | NA | 5.96% | 14.47% | -0.85% | 4.44% | NA | NA | 2.78% |
Data as of 06/27/2012, AR inception is 03/20/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PIIAX (PNC S&P 500 Index A) | 03/20/2001 | 06/27/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.67 | 5.96 | 14.47 | -0.85 | 4.44 | NA | NA | 2.78 | 6.90 | 1.61 | 13.75 | 25.89 | -37.32 | 5.02 | 15.10 | 4.27 | 10.30 | 27.58 | -22.65 | 1.06 |
Sharpe Ratio | NA | 0.25 | 0.76 | -0.05 | 0.15 | NA | NA | 0.07 | 1.12 | 0.07 | 0.75 | 0.94 | -0.93 | 0.13 | 1.18 | 0.21 | 0.84 | 1.59 | -0.91 | -0.03 |
Standard Deviation(%) | NA | 23.72 | 19.38 | 27.02 | 22.11 | NA | NA | 21.68 | 13.07 | 23.45 | 18.23 | 27.34 | 40.84 | 15.93 | 10.03 | 10.19 | 11.08 | 16.91 | 26.00 | 21.03 |
Draw Down(%) | NA | 18.49 | 18.88 | 55.55 | 55.55 | NA | NA | 55.55 | 9.53 | 18.88 | 15.65 | 27.36 | 47.90 | 9.83 | 7.50 | 7.05 | 7.98 | 13.88 | 33.31 | 26.25 |
Yield(%) | 0.00 | 1.54 | 1.59 | 2.44 | 2.63 | 1.59 | 1.19 | 2.16 | 0.39 | 1.47 | 1.16 | 1.84 | 1.98 | 7.93 | 2.04 | 1.35 | 1.45 | 0.86 | 0.82 | 0.84 |
Data as of 06/27/2012, AR inception is 03/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PIIAX (PNC S&P 500 Index A) |
-15.51%
Feb 2006 - Feb 2009 |
-7.09%
Feb 2004 - Feb 2009 |
1.95%
Jul 2001 - Jul 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PIIAX (PNC S&P 500 Index A) |
24.65%
Feb 2009 - Feb 2012 |
14.69%
Sep 2002 - Sep 2007 |
4.04%
Apr 2002 - Apr 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart