PGI CIT GLOBAL REL EST SECS FD TIER I

Alpha 1 Year-6.93 Alpha 3 Years-3.60 Alpha 5 Years-3.60 Average Gain 1 Year6.17 Average Gain 3 Years4.73 Average Gain 5 Years4.12 Average Loss 1 Year-4.10 Average Loss 3 Years-4.97 Average Loss 5 Years-5.10 Batting Average 1 Year50.00 Batting Average 3 Years50.00 Batting Average 5 Years48.33 Beta 1 Year1.14 Beta 3 Years1.05 Beta 5 Years0.98 Capture Ratio Down 1 Year120.88 Capture Ratio Down 3 Years117.41 Capture Ratio Down 5 Years102.38 Capture Ratio Up 1 Year94.90 Capture Ratio Up 3 Years100.12 Capture Ratio Up 5 Years87.47 Correlation 1 Year94.33 Correlation 3 Years90.25 Correlation 5 Years88.33 High 1 Year211.67 Information Ratio 1 Year-0.89 Information Ratio 3 Years-0.47 Information Ratio 5 Years-0.47 Low 1 Year169.86 Maximum Loss 1 Year-15.56 Maximum Loss 3 Years-32.22 Maximum Loss 5 Years-32.22 Performance Current Year-1.31 Performance since Inception40.37 Risk adjusted Return 3 Years-6.80 Risk adjusted Return 5 Years-4.90 Risk adjusted Return Since Inception-5.66 R-Squared (R²) 1 Year88.98 R-Squared (R²) 3 Years81.45 R-Squared (R²) 5 Years78.03 Sortino Ratio 1 Year0.66 Sortino Ratio 3 Years-0.02 Sortino Ratio 5 Years0.27 Tracking Error 1 Year7.35 Tracking Error 3 Years8.42 Tracking Error 5 Years9.43 Trailing Performance 1 Month-1.19 Trailing Performance 1 Week0.64 Trailing Performance 1 Year3.69 Trailing Performance 2 Years-16.31 Trailing Performance 3 Months14.96 Trailing Performance 3 Years1.42 Trailing Performance 4 Years-4.13 Trailing Performance 5 Years15.37 Trailing Performance 6 Months3.79 Trailing Return 1 Month8.76 Trailing Return 1 Year11.41 Trailing Return 2 Months20.55 Trailing Return 2 Years-9.61 Trailing Return 3 Months15.67 Trailing Return 3 Years0.43 Trailing Return 4 Years-0.70 Trailing Return 5 Years4.01 Trailing Return 6 Months8.88 Trailing Return 6 Years2.76 Trailing Return 7 Years4.44 Trailing Return 8 Years3.95 Trailing Return 9 Months9.13 Trailing Return 9 Years3.72 Trailing Return Since Inception3.85 Trailing Return YTD - Year to Date11.41 Treynor Ratio 1 Year5.27 Treynor Ratio 3 Years-1.99 Treynor Ratio 5 Years2.05