PRINCIPAL/BLACKROCK INTERNATIONAL EQUITY INDEX CIT N

Publish date: 2024-08-12
Alpha 1 Year0.63 Alpha 10 Years0.40 Alpha 15 Years0.29 Alpha 20 Years0.33 Alpha 3 Years0.58 Alpha 5 Years0.51 Average Gain 1 Year4.66 Average Gain 10 Years3.65 Average Gain 15 Years3.75 Average Gain 20 Years3.77 Average Gain 3 Years4.75 Average Gain 5 Years4.41 Average Loss 1 Year-2.69 Average Loss 10 Years-3.38 Average Loss 15 Years-3.52 Average Loss 20 Years-3.85 Average Loss 3 Years-3.90 Average Loss 5 Years-4.07 Batting Average 1 Year41.67 Batting Average 10 Years58.33 Batting Average 15 Years55.00 Batting Average 20 Years54.58 Batting Average 3 Years50.00 Batting Average 5 Years58.33 Beta 1 Year0.98 Beta 10 Years1.00 Beta 15 Years1.00 Beta 20 Years1.01 Beta 3 Years1.04 Beta 5 Years1.02 Capture Ratio Down 1 Year102.08 Capture Ratio Down 10 Years99.24 Capture Ratio Down 15 Years99.82 Capture Ratio Down 20 Years100.08 Capture Ratio Down 3 Years102.10 Capture Ratio Down 5 Years100.48 Capture Ratio Up 1 Year102.61 Capture Ratio Up 10 Years100.87 Capture Ratio Up 15 Years100.95 Capture Ratio Up 20 Years101.21 Capture Ratio Up 3 Years103.54 Capture Ratio Up 5 Years102.58 Correlation 1 Year98.60 Correlation 10 Years99.19 Correlation 15 Years99.26 Correlation 20 Years99.14 Correlation 3 Years98.78 Correlation 5 Years99.20 High 1 Year29.76 Information Ratio 1 Year0.16 Information Ratio 10 Years0.18 Information Ratio 15 Years0.14 Information Ratio 20 Years0.14 Information Ratio 3 Years0.16 Information Ratio 5 Years0.28 Low 1 Year23.31 Maximum Loss 1 Year-10.21 Maximum Loss 10 Years-27.17 Maximum Loss 15 Years-27.17 Maximum Loss 20 Years-57.05 Maximum Loss 3 Years-27.17 Maximum Loss 5 Years-27.17 Performance Current Year8.72 Performance since Inception660.29 Risk adjusted Return 10 Years0.65 Risk adjusted Return 3 Years-3.01 Risk adjusted Return 5 Years1.20 Risk adjusted Return Since Inception0.08 R-Squared (R²) 1 Year97.22 R-Squared (R²) 10 Years98.38 R-Squared (R²) 15 Years98.52 R-Squared (R²) 20 Years98.28 R-Squared (R²) 3 Years97.59 R-Squared (R²) 5 Years98.40 Sortino Ratio 1 Year1.66 Sortino Ratio 10 Years0.44 Sortino Ratio 15 Years0.68 Sortino Ratio 20 Years0.50 Sortino Ratio 3 Years0.16 Sortino Ratio 5 Years0.65 Tracking Error 1 Year2.45 Tracking Error 10 Years1.96 Tracking Error 15 Years1.94 Tracking Error 20 Years2.22 Tracking Error 3 Years2.82 Tracking Error 5 Years2.30 Trailing Performance 1 Month2.88 Trailing Performance 1 Week1.88 Trailing Performance 1 Year11.59 Trailing Performance 10 Years66.07 Trailing Performance 2 Years29.76 Trailing Performance 3 Months5.97 Trailing Performance 3 Years12.72 Trailing Performance 4 Years47.31 Trailing Performance 5 Years47.00 Trailing Performance 6 Months9.04 Trailing Return 1 Month2.88 Trailing Return 1 Year11.59 Trailing Return 10 Years5.20 Trailing Return 15 Years6.62 Trailing Return 2 Months0.74 Trailing Return 2 Years13.91 Trailing Return 20 Years6.26 Trailing Return 3 Months5.97 Trailing Return 3 Years4.07 Trailing Return 4 Years10.17 Trailing Return 5 Years8.01 Trailing Return 6 Months9.04 Trailing Return 6 Years6.08 Trailing Return 7 Years6.17 Trailing Return 8 Years7.59 Trailing Return 9 Months24.28 Trailing Return 9 Years5.83 Trailing Return Since Inception6.18 Trailing Return YTD - Year to Date8.72 Treynor Ratio 1 Year13.65 Treynor Ratio 10 Years3.44 Treynor Ratio 15 Years6.04 Treynor Ratio 20 Years4.55 Treynor Ratio 3 Years0.28 Treynor Ratio 5 Years6.28

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