Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMUIX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS I) | NA | 8.61% | 1.59% | 4.36% | 10.48% | 4.85% | 8.23% | … | … |
Data as of 12/04/2019, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMUIX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS I) | 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 | 8.61 | 1.59 | 4.36 | 10.48 | 4.85 | 8.23 | … | … | 18.36 | -15.37 | 1.25 | 26.41 | -4.26 | 6.71 | 45.42 | 9.82 | -0.86 | 27.19 | 9.57 | -29.36 | -13.27 | 13.30 | -1.15 | 21.62 | 38.98 | -10.56 | 17.32 | 33.61 | 7.91 | -6.95 | 32.43 | 12.67 |
| Sharpe Ratio | NA | 0.50 | 0.08 | 0.25 | 0.56 | NA | NA | … | … | 1.41 | -1.00 | 0.05 | 1.60 | -0.29 | 0.46 | 3.25 | 0.61 | -0.03 | 1.15 | 0.30 | -0.76 | -0.81 | 0.64 | -0.25 | 1.46 | 2.43 | -0.53 | 0.88 | 1.81 | 0.43 | -0.67 | 2.90 | 2.51 |
| Standard Deviation(%) | NA | 14.33 | 14.21 | 14.85 | 18.01 | NA | NA | … | … | 13.09 | 16.74 | 12.23 | 16.29 | 15.00 | 14.66 | 13.95 | 16.19 | 30.37 | 23.66 | 32.06 | 39.89 | 20.12 | 15.65 | 13.54 | 14.14 | 15.78 | 21.86 | 17.31 | 16.36 | 10.89 | 15.42 | 9.93 | 8.70 |
| Draw Down(%) | NA | 12.94 | 28.03 | 28.03 | 28.03 | NA | NA | … | … | 7.63 | 28.03 | 9.05 | 13.58 | 13.80 | 9.95 | 5.46 | 13.28 | 25.16 | 18.50 | 32.78 | 42.03 | 21.70 | 13.28 | 11.99 | 10.07 | 14.39 | 31.49 | 18.32 | 6.76 | 13.13 | 33.96 | 6.45 | 8.08 |
| Yield(%) | 0.00 | 9.81 | 4.53 | 3.67 | 4.72 | 4.56 | 8.00 | … | … | 8.76 | 1.75 | 2.09 | 2.98 | 1.88 | 0.98 | 2.03 | 2.73 | 0.96 | 1.94 | 1.33 | 0.00 | 14.68 | 15.66 | 12.30 | 19.57 | 3.54 | 4.88 | 11.02 | 4.88 | 1.70 | 8.81 | 17.43 | 7.23 |
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 |
|---|---|---|---|---|
| PMUIX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS I) |
-21.11%
Feb 2006 – Feb 2009 |
-9.29%
Feb 2004 – Feb 2009 |
2.58%
May 2002 – May 2012 |
4.86%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMUIX (PNC MULTI-FACTOR SMALL CAP VALUE FUND CLASS I) |
27.56%
Mar 1999 – Mar 2002 |
23.37%
Feb 2009 – Feb 2014 |
14.56%
Jul 1996 – Jul 2006 |
10.13%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart