Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSXIX (PNC S&P 500 INDEX FUND CLASS I) | NA | 20.53% | 10.68% | 15.69% | 8.15% | 9.66% | NA | … | … |
Data as of 12/27/2017, Common starting date is 07/15/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSXIX (PNC S&P 500 INDEX FUND CLASS I) | 07/15/1998 | 12/27/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 20.53 | 10.68 | 15.69 | 8.15 | 9.66 | NA | … | … | 22.19 | 11.59 | 0.90 | 13.47 | 31.94 | 15.73 | 1.87 | 14.26 | 26.41 | -37.19 | 5.27 | 15.44 | 4.52 | 10.64 | 28.07 | -22.56 | -12.22 | -9.21 | 20.61 | 5.43 |
| Sharpe Ratio | NA | 2.96 | 0.85 | 1.31 | 0.39 | NA | NA | … | … | 3.28 | 0.87 | 0.06 | 1.19 | 2.88 | 1.24 | 0.08 | 0.78 | 0.96 | -0.93 | 0.14 | 1.21 | 0.23 | 0.88 | 1.61 | -0.91 | -0.69 | -0.60 | 0.97 | 0.37 |
| Standard Deviation(%) | NA | 6.72 | 12.28 | 11.88 | 20.40 | NA | NA | … | … | 6.67 | 13.02 | 15.42 | 11.32 | 11.06 | 12.73 | 23.42 | 18.14 | 27.28 | 40.84 | 15.96 | 10.05 | 10.37 | 11.05 | 17.05 | 25.96 | 21.53 | 22.19 | 17.96 | 24.21 |
| Draw Down(%) | NA | 2.60 | 13.18 | 13.18 | 52.94 | NA | NA | … | … | 2.60 | 10.33 | 12.06 | 7.28 | 5.56 | 9.52 | 18.76 | 15.28 | 27.15 | 47.76 | 9.81 | 7.48 | 6.97 | 7.81 | 13.73 | 33.31 | 29.28 | 15.83 | 11.86 | 18.76 |
| Yield(%) | 0.00 | 1.50 | 3.51 | 4.26 | 2.82 | 4.44 | 2.74 | … | … | 1.51 | 5.69 | 3.67 | 2.99 | 1.95 | 2.16 | 1.72 | 1.66 | 2.08 | 2.14 | 8.17 | 2.28 | 1.60 | 1.68 | 1.42 | 0.89 | 0.97 | 1.00 | 1.71 | 0.55 |
Data as of 12/27/2017, Common starting date is 07/15/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSXIX (PNC S&P 500 INDEX FUND CLASS I) |
-16.40%
Mar 2000 – Mar 2003 |
-6.88%
Feb 2004 – Feb 2009 |
-3.74%
Feb 1999 – Feb 2009 |
3.42%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSXIX (PNC S&P 500 INDEX FUND CLASS I) |
25.08%
Feb 2009 – Feb 2012 |
22.60%
Feb 2009 – Feb 2014 |
8.20%
Mar 2003 – Mar 2013 |
9.68%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart