PNC Multi Manager Performance Evaluation

PEWAX -- USA Fund  

USD 33.35  0.11  0.33%

The fund owns Beta (Systematic Risk) of 0.9221 which implies PNC Multi returns are very sensitive to returns on the market. as market goes up or down, PNC Multi is expected to follow. Even though it is essential to pay attention to PNC Multi Factor existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy in forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. PNC Multi exposes twenty-one different technical indicators which can help you to evaluate its performance.
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Risk-Adjusted Fund Performance

Over the last 30 days PNC Multi Factor Large Cap Grow has generated negative risk-adjusted returns adding no value to fund investors. Inspite fairly strong basic indicators, PNC Multi is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low26.20
Fifty Two Week High39.13
Annual Report Expense Ratio0.90%
Horizon     30 Days    Login   to change

PNC Multi Factor Relative Risk vs. Return Landscape

If you would invest  3,407  in PNC Multi Factor Large Cap Grow on October 18, 2019 and sell it today you would lose (72.00)  from holding PNC Multi Factor Large Cap Grow or give up 2.11% of portfolio value over 30 days. PNC Multi Factor Large Cap Grow is currently producing negative expected returns and takes up 1.7689% volatility of returns over 30 trading days. Put another way, 15% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, PNC Multi is expected to under-perform the market. In addition to that, the company is 2.47 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

PNC Multi Current Valuation

Fairly Valued
November 17, 2019
33.35
Market Value
33.30
Real Value
38.61
Upside
PNC Multi is not too volatile asset. PNC Multi Factor owns latest Real Value of $33.3 per share. The recent price of the fund is $33.35. At this time the fund appears to be fairly valued. We determine the value of PNC Multi Factor from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support to invest in undervalued equities and to dispose of overvalued equities since at some point future time instruments prices and their ongoing real values will converge.

PNC Multi Market Risk Analysis

Sharpe Ratio = -0.0095
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PNC Multi Relative Performance Indicators

Estimated Market Risk
 1.77
  actual daily
 
 15 %
of total potential
 
1515
Expected Return
 -0.02
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.01
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average PNC Multi is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PNC Multi by adding it to a well-diversified portfolio.

PNC Multi Alerts

Equity Alerts and Improvement Suggestions

PNC Multi Factor generates negative expected return over the last 30 days
On November 11, 2019 PNC Multi paid $ 1.867 per share dividend to its current shareholders
PNC Multi Factor generated0.0 ten year return of 0.0%
This fund maintains 99.45% of its assets in stocks
Additionally take a look at Your Equity Center. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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