Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PPMNX (Principal SmallCap Growth II R2) | NA | -11.35% | 13.59% | 12.87% | 4.94% | NA | NA | 6.99% |
Data as of 11/20/2014, AR inception is 06/26/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PPMNX (Principal SmallCap Growth II R2) | 06/26/2003 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.35 | 13.59 | 12.87 | 4.94 | NA | NA | 6.99 | -17.20 | 46.29 | 15.57 | -5.01 | 27.68 | 30.29 | -42.62 | 5.12 | 8.22 | 6.96 | 9.72 | 24.13 |
| Sharpe Ratio | NA | -0.54 | 0.63 | 0.52 | 0.15 | NA | NA | 0.23 | -0.96 | 2.90 | 0.81 | -0.15 | 1.08 | 0.96 | -1.03 | 0.11 | 0.23 | 0.32 | 0.52 | 2.87 |
| Standard Deviation(%) | NA | 21.09 | 20.30 | 24.73 | 26.49 | NA | NA | 24.98 | 19.86 | 15.94 | 19.34 | 34.31 | 25.55 | 31.46 | 41.96 | 18.71 | 21.27 | 14.77 | 16.71 | 17.91 |
| Draw Down(%) | NA | 24.37 | 24.37 | 31.70 | 60.33 | NA | NA | 60.33 | 24.37 | 6.04 | 15.87 | 31.70 | 17.98 | 25.96 | 54.40 | 13.26 | 18.13 | 10.01 | 18.47 | 6.23 |
| Yield(%) | 0.00 | 12.35 | 6.80 | 5.20 | 4.22 | 3.68 | 2.76 | 5.01 | 0.00 | 16.44 | 0.00 | 0.00 | 0.53 | 0.00 | 0.00 | 6.43 | 8.17 | 5.81 | 2.78 | 0.71 |
Data as of 11/20/2014, AR inception is 06/26/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPMNX (Principal SmallCap Growth II R2) |
-20.40%
Feb 2006 - Feb 2009 |
-8.83%
Feb 2004 - Feb 2009 |
5.46%
Jun 2004 - Jun 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PPMNX (Principal SmallCap Growth II R2) |
29.54%
Feb 2009 - Feb 2012 |
27.87%
Feb 2009 - Feb 2014 |
7.98%
Feb 2004 - Feb 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart