Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMRRX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS A) | NA | 8.28% | 1.34% | 4.08% | 10.21% | 4.59% | 7.96% | … | … |
Data as of 12/04/2019, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMRRX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS A) | 06/21/1996 | 12/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.28 | 1.34 | 4.08 | 10.21 | 4.59 | 7.96 | … | … | 18.03 | -15.51 | 0.97 | 26.07 | -4.53 | 6.66 | 44.93 | 9.49 | -1.02 | 26.79 | 9.49 | -29.60 | -13.49 | 13.03 | -1.44 | 21.30 | 38.62 | -10.75 | 17.03 | 33.22 | 7.65 | -7.64 | 32.05 | 12.53 |
| Sharpe Ratio | NA | 0.48 | 0.06 | 0.23 | 0.55 | NA | NA | … | … | 1.39 | -1.01 | 0.03 | 1.58 | -0.30 | 0.46 | 3.22 | 0.59 | -0.03 | 1.13 | 0.29 | -0.76 | -0.82 | 0.62 | -0.27 | 1.44 | 2.40 | -0.54 | 0.86 | 1.79 | 0.41 | -0.70 | 2.87 | 2.46 |
| Standard Deviation(%) | NA | 14.29 | 14.20 | 14.85 | 18.01 | NA | NA | … | … | 13.04 | 16.74 | 12.25 | 16.32 | 15.00 | 14.61 | 13.96 | 16.23 | 30.39 | 23.66 | 32.03 | 39.87 | 20.10 | 15.64 | 13.57 | 14.13 | 15.81 | 21.87 | 17.32 | 16.34 | 10.90 | 15.67 | 9.90 | 8.77 |
| Draw Down(%) | NA | 12.98 | 28.08 | 28.08 | 28.08 | NA | NA | … | … | 7.61 | 28.08 | 9.12 | 13.60 | 13.94 | 9.98 | 5.46 | 13.35 | 25.15 | 18.60 | 32.85 | 42.16 | 21.78 | 13.32 | 12.02 | 10.15 | 14.42 | 31.58 | 18.36 | 6.71 | 13.15 | 34.47 | 6.49 | 8.10 |
| Yield(%) | 0.00 | 10.26 | 4.60 | 3.65 | 4.57 | 4.57 | 7.93 | … | … | 9.30 | 1.70 | 1.97 | 2.90 | 1.75 | 0.79 | 1.83 | 2.61 | 0.72 | 1.48 | 1.20 | 0.00 | 15.59 | 16.38 | 12.66 | 20.23 | 3.39 | 4.93 | 11.08 | 4.69 | 1.46 | 8.88 | 17.40 | 7.03 |
Data as of 12/04/2019, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRRX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS A) |
-21.29%
Feb 2006 – Feb 2009 |
-9.51%
Feb 2004 – Feb 2009 |
2.34%
May 2002 – May 2012 |
4.61%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRRX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS A) |
27.24%
Mar 1999 – Mar 2002 |
23.03%
Feb 2009 – Feb 2014 |
14.21%
Jul 1996 – Jul 2006 |
9.86%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart