PGI CIT US REAL ESTATE SECS CIT TIER II

Alpha 1 Year0.40 Alpha 3 Years0.67 Alpha 5 Years0.84 Average Gain 1 Year4.56 Average Gain 3 Years5.21 Average Gain 5 Years4.40 Average Loss 1 Year-4.87 Average Loss 3 Years-5.06 Average Loss 5 Years-5.06 Batting Average 1 Year50.00 Batting Average 3 Years52.78 Batting Average 5 Years48.33 Beta 1 Year0.92 Beta 3 Years0.94 Beta 5 Years0.95 Capture Ratio Down 1 Year92.37 Capture Ratio Down 3 Years94.39 Capture Ratio Down 5 Years95.36 Capture Ratio Up 1 Year95.47 Capture Ratio Up 3 Years96.92 Capture Ratio Up 5 Years98.48 Correlation 1 Year99.50 Correlation 3 Years99.34 Correlation 5 Years99.21 High 1 Year146.46 Information Ratio 1 Year0.27 Information Ratio 3 Years0.35 Information Ratio 5 Years0.32 Low 1 Year118.12 Maximum Loss 1 Year-11.73 Maximum Loss 3 Years-28.58 Maximum Loss 5 Years-28.58 Performance Current Year5.48 Performance since Inception50.34 Risk adjusted Return 3 Years-7.32 Risk adjusted Return 5 Years-2.23 Risk adjusted Return Since Inception-4.26 R-Squared (R²) 1 Year99.00 R-Squared (R²) 3 Years98.68 R-Squared (R²) 5 Years98.42 Sortino Ratio 1 Year0.43 Sortino Ratio 3 Years-0.12 Sortino Ratio 5 Years0.27 Tracking Error 1 Year2.64 Tracking Error 3 Years2.72 Tracking Error 5 Years2.70 Trailing Performance 1 Month7.01 Trailing Performance 1 Week0.74 Trailing Performance 1 Year11.83 Trailing Performance 2 Years3.39 Trailing Performance 3 Months15.97 Trailing Performance 3 Years-0.62 Trailing Performance 4 Years33.79 Trailing Performance 5 Years29.10 Trailing Performance 6 Months9.73 Trailing Return 1 Month2.05 Trailing Return 1 Year6.49 Trailing Return 2 Months8.37 Trailing Return 2 Years2.60 Trailing Return 3 Months0.29 Trailing Return 3 Years-0.68 Trailing Return 4 Years7.21 Trailing Return 5 Years4.27 Trailing Return 6 Months-1.43 Trailing Return 9 Months13.88 Trailing Return Since Inception6.27 Trailing Return YTD - Year to Date-1.43 Treynor Ratio 1 Year4.07 Treynor Ratio 3 Years-3.91 Treynor Ratio 5 Years1.97

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