Welcome to PNC Capital Advisors, LLC

Strategies/Equity Strategies
LARGE CAP VALUE - Risk Management

  • Well diversified -- 50 to 70 stocks
  • Fully invested -- cash < 5%
  • Risk controlled -- relative to Russell 1000 Value Index
  • Maximum absolute stock position -- greater of 5.0% or benchmark weight
  • Maximum relative stock position -- less than 2.5%
  • Sector weighting constraints:

    Index

    Portfolio

    0 – 10.0%

    +/- 500 bps

    > 10.0%

    0.5x – 1.5x

  • Forecasted tracking error -- targeted between 3.0 and 7.0
  • Proprietary risk model monitors industry betas and common factor exposure

        The Russell 1000 Value Index measures the performance of those Russell 1000 companies with lower price-to-book ratios and lower forecasted growth values and is not available for direct investment.

        • Printable Versions
        LCV Factsheet

        PNC Capital Advisors, LLC is an SEC-registered investment adviser, offering an array of investment strategies. PNC Capital Advisors, LLC is a subsidiary of The PNC Financial Services Group, Inc.

        PNC Capital Advisors, LLC serves as investment adviser and co-administrator to PNC Funds, a mutual fund family offering domestic and international equity, taxable and tax-exempt fixed income and money market portfolios. PNC Funds are distributed by Professional Funds Distributor, LLC (PFD), 760 Moore Road, King of Prussia, PA 19406. PFD is not affiliated with PNC and is not a bank.

        INVESTMENTS: NOT FDIC INSURED - NO BANK OR FEDERAL GOVERNMENT GUARANTEE - MAY LOSE VALUE



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