Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PITJX (Principal International Growth J) | NA | -4.63% | 9.77% | -5.29% | NA | NA | NA | 7.44% |
Data as of 11/17/2011, AR inception is 10/01/2002
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PITJX (Principal International Growth J) | 10/01/2002 | 11/17/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -4.63 | 9.77 | -5.29 | NA | NA | NA | 7.44 | -9.77 | 10.99 | 22.40 | -47.32 | 11.95 | 23.38 | 21.43 | 21.56 | 37.22 | 5.59 |
Sharpe Ratio | NA | -0.21 | 0.38 | -0.22 | NA | NA | NA | 0.27 | -0.48 | 0.50 | 0.84 | -1.15 | 0.46 | 1.38 | 1.93 | 1.59 | 2.77 | 1.13 |
Standard Deviation(%) | NA | 22.68 | 25.74 | 28.02 | NA | NA | NA | 22.43 | 22.95 | 21.83 | 26.62 | 41.91 | 19.39 | 14.58 | 9.99 | 12.97 | 13.17 | 20.76 |
Draw Down(%) | NA | 24.92 | 26.18 | 63.37 | NA | NA | NA | 63.37 | 24.92 | 18.67 | 26.18 | 56.77 | 13.77 | 17.01 | 6.62 | 11.77 | 13.78 | 5.97 |
Yield(%) | 0.00 | 0.94 | 1.38 | 4.28 | 7.60 | 5.06 | 3.80 | 8.44 | 0.00 | 0.97 | 1.15 | 0.80 | 10.01 | 11.18 | 10.05 | 10.50 | 0.00 | 0.00 |
Data as of 11/17/2011, AR inception is 10/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PITJX (Principal International Growth J) |
-17.44%
Feb 2006 - Feb 2009 |
-5.77%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PITJX (Principal International Growth J) |
32.94%
Mar 2003 - Mar 2006 |
22.99%
Nov 2002 - Nov 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart