PNC Multi Manager Performance Evaluation

PEWCX -- USA Fund  

USD 30.62  0.21  0.69%

The fund owns Beta (Systematic Risk) of -0.2502 which implies as returns on market increase, returns on owning PNC Multi are expected to decrease at a much smaller rate. During bear market, PNC Multi is likely to outperform the market. Although it is extremely important to respect PNC Multi Factor existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy in forecasting future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining PNC Multi Factor technical indicators you can now evaluate if the expected return of 0.0468% will be sustainable into the future.
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in PNC Multi Factor Large Cap Grow are ranked lower than 3 (%) of all funds and portfolios of funds over the last 30 days. 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 Low22.97
Fifty Two Week High35.25
Annual Report Expense Ratio1.65%
Horizon     30 Days    Login   to change

PNC Multi Factor Relative Risk vs. Return Landscape

If you would invest  2,980  in PNC Multi Factor Large Cap Grow on October 12, 2019 and sell it today you would earn a total of  82.00  from holding PNC Multi Factor Large Cap Grow or generate 2.75% return on investment over 30 days. PNC Multi Factor Large Cap Grow is currently producing 0.0468% returns and takes up 0.9415% volatility of returns over 30 trading days. Put another way, 8% 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 generate 1.82 times less return on investment than the market. In addition to that, the company is 1.12 times more volatile than its market benchmark. It trades about 0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of volatility.

PNC Multi Current Valuation

Fairly Valued
November 11, 2019
30.62
Market Value
30.41
Real Value
33.23
Upside
PNC Multi is very steady asset. PNC Multi Factor owns latest Real Value of $30.41 per share. The recent price of the fund is $30.62. 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 = 0.0497
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PNC Multi Relative Performance Indicators

Estimated Market Risk
 0.94
  actual daily
 
 8 %
of total potential
 
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Expected Return
 0.05
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
 
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Based on monthly moving average PNC Multi is performing at about 3% 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 generated-1.0 ten year return of -1.0%
This fund maintains 99.01% of its assets in stocks
Additionally take a look at Your Equity Center. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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