Strategies/Equity Strategies
ADVANTAGE LARGE CAP CORE- Risk Management
We construct portfolios to participate in market upside, and protect against the downside. If a candidate has passed the quantitative screen and fundamental analysis, then it is evaluated within the context of the overall portfolio.
  • Constructed within the context of reward to risk
  • Risk model enables lead manager to systematically evaluate overall portfolio’s risk as well as each stock’s contribution to risk
  • Model is designed to facilitate understanding of risks and whether they are intentional
  • Target and realized tracking error of 3%-4%
  • Portfolio constraints help enforce tracking error corridor, while providing latitude to pursue stocks with compelling reward/risk ratios 
    • Index sector weight of less than 5%: 0 to 2.0x index weight
    • Index sector weight of 5% to 10%: 0.5 to 1.5x index weight
    • Index sector weight at or above 10%: 0.8 to 1.2x index weight
    • Up to 3% active weight for individual securities  
  • Indicated to Beat or Miss Tool, based on Time Weighted Revision (TWR) and Standard Unexpected Earnings (SUE), helps to quantify near-term consensus earnings estimates, is used for timing additions to the portfolio, and adds to downside protection and upside capture 
Printable Versions
LCC-Advantage Factsheet

As of September 29, 2009, PNC Capital Advisors, Inc. and its affiliate Allegiant Asset Management Company each merged into and with PNC Capital Advisors, LLC. 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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