Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PPXJX (Principal Large Cap Blend I J) | NA | 10.10% | -9.66% | -2.09% | NA | NA | NA | -0.26% |
Data as of 09/02/2010, AR inception is 01/28/2004
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PPXJX (Principal Large Cap Blend I J) | 01/28/2004 | 09/02/2010 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 10.10 | -9.66 | -2.09 | NA | NA | NA | -0.26 | -1.40 | 21.44 | -36.75 | 1.78 | 13.00 | 5.42 | 7.21 |
Sharpe Ratio | NA | 0.56 | -0.33 | -0.15 | NA | NA | NA | -0.08 | -0.11 | 0.79 | -0.92 | -0.08 | 0.96 | 0.31 | 0.60 |
Standard Deviation(%) | NA | 17.97 | 30.55 | 25.07 | NA | NA | NA | 22.20 | 18.93 | 26.97 | 40.69 | 16.33 | 10.18 | 10.55 | 11.44 |
Draw Down(%) | NA | 16.41 | 56.00 | 56.00 | NA | NA | NA | 56.00 | 16.41 | 27.52 | 47.69 | 11.22 | 8.44 | 6.81 | 7.64 |
Yield(%) | 0.00 | 0.98 | 1.56 | 1.28 | 0.70 | 0.47 | 0.35 | 1.16 | 0.00 | 1.03 | 0.85 | 3.43 | 0.05 | 0.67 | 0.00 |
Data as of 09/02/2010, AR inception is 01/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PPXJX (Principal Large Cap Blend I J) |
-16.79%
Feb 2006 - Feb 2009 |
-8.06%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PPXJX (Principal Large Cap Blend I J) |
11.31%
May 2004 - May 2007 |
0.96%
Apr 2005 - Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart