PRINCIPAL/BLACKROCK S&P 500 INDEX CIT TR
Publish date: 2024-06-28
| Alpha 1 Year | -0.33 |
| Alpha 3 Years | -0.32 |
| Alpha 5 Years | -0.25 |
| Average Gain 1 Year | 4.41 |
| Average Gain 3 Years | 4.39 |
| Average Gain 5 Years | 4.36 |
| Average Loss 1 Year | -3.17 |
| Average Loss 3 Years | -4.67 |
| Average Loss 5 Years | -4.56 |
| Batting Average 1 Year | 0.00 |
| Batting Average 3 Years | 0.00 |
| Batting Average 5 Years | 1.67 |
| Beta 1 Year | 1.00 |
| Beta 3 Years | 1.00 |
| Beta 5 Years | 1.00 |
| Capture Ratio Down 1 Year | 100.82 |
| Capture Ratio Down 3 Years | 100.52 |
| Capture Ratio Down 5 Years | 100.34 |
| Capture Ratio Up 1 Year | 99.35 |
| Capture Ratio Up 3 Years | 99.35 |
| Capture Ratio Up 5 Years | 99.39 |
| Correlation 1 Year | 100.00 |
| Correlation 3 Years | 100.00 |
| Correlation 5 Years | 100.00 |
| High 1 Year | 31.96 |
| Information Ratio 1 Year | -27.55 |
| Information Ratio 3 Years | -15.32 |
| Information Ratio 5 Years | -3.74 |
| Low 1 Year | 23.79 |
| Maximum Loss 1 Year | -8.32 |
| Maximum Loss 3 Years | -24.03 |
| Maximum Loss 5 Years | -24.03 |
| Performance Current Year | 14.66 |
| Performance since Inception | 13,076.13 |
| Risk adjusted Return 3 Years | 2.54 |
| Risk adjusted Return 5 Years | 9.26 |
| Risk adjusted Return Since Inception | 6.57 |
| R-Squared (R²) 1 Year | 100.00 |
| R-Squared (R²) 3 Years | 100.00 |
| R-Squared (R²) 5 Years | 100.00 |
| Sortino Ratio 1 Year | 2.64 |
| Sortino Ratio 3 Years | 0.60 |
| Sortino Ratio 5 Years | 1.20 |
| Tracking Error 1 Year | 0.02 |
| Tracking Error 3 Years | 0.02 |
| Tracking Error 5 Years | 0.08 |
| Trailing Performance 1 Month | -0.38 |
| Trailing Performance 1 Week | -2.14 |
| Trailing Performance 1 Year | 20.03 |
| Trailing Performance 10 Years | 222.38 |
| Trailing Performance 2 Years | 35.02 |
| Trailing Performance 3 Months | 8.25 |
| Trailing Performance 3 Years | 28.35 |
| Trailing Performance 4 Years | 75.99 |
| Trailing Performance 5 Years | 93.22 |
| Trailing Performance 6 Months | 10.99 |
| Trailing Return 1 Month | 3.56 |
| Trailing Return 1 Year | 24.15 |
| Trailing Return 2 Months | 8.67 |
| Trailing Return 2 Years | 21.65 |
| Trailing Return 3 Months | 4.20 |
| Trailing Return 3 Years | 9.66 |
| Trailing Return 4 Years | 16.65 |
| Trailing Return 5 Years | 14.74 |
| Trailing Return 6 Months | 15.10 |
| Trailing Return 6 Years | 13.96 |
| Trailing Return 7 Years | 13.97 |
| Trailing Return 8 Years | 14.41 |
| Trailing Return 9 Months | 28.45 |
| Trailing Return 9 Years | 13.16 |
| Trailing Return Since Inception | 12.68 |
| Trailing Return YTD - Year to Date | 15.10 |
| Treynor Ratio 1 Year | 22.17 |
| Treynor Ratio 3 Years | 5.94 |
| Treynor Ratio 5 Years | 13.26 |
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