NORTHERN TRUST RUSSELL 3000 INDEX FUND - NON-LENDING

Publish date: 2024-07-12
Alpha 1 Year0.01 Alpha 10 Years0.00 Alpha 15 Years0.00 Alpha 3 Years0.03 Alpha 5 Years0.01 Average Gain 1 Year4.45 Average Gain 10 Years3.44 Average Gain 15 Years3.48 Average Gain 3 Years4.49 Average Gain 5 Years4.49 Average Loss 1 Year-3.44 Average Loss 10 Years-4.01 Average Loss 15 Years-3.86 Average Loss 3 Years-4.49 Average Loss 5 Years-4.48 Batting Average 1 Year58.33 Batting Average 10 Years51.67 Batting Average 15 Years50.00 Batting Average 3 Years63.89 Batting Average 5 Years53.33 Beta 1 Year1.00 Beta 10 Years1.00 Beta 15 Years1.00 Beta 3 Years1.00 Beta 5 Years1.00 Capture Ratio Down 1 Year99.95 Capture Ratio Down 10 Years99.96 Capture Ratio Down 15 Years99.97 Capture Ratio Down 3 Years99.88 Capture Ratio Down 5 Years99.91 Capture Ratio Up 1 Year100.05 Capture Ratio Up 10 Years99.98 Capture Ratio Up 15 Years99.97 Capture Ratio Up 3 Years99.99 Capture Ratio Up 5 Years99.95 Correlation 1 Year100.00 Correlation 10 Years100.00 Correlation 15 Years100.00 Correlation 3 Years100.00 Correlation 5 Years100.00 High 1 Year4.73 Information Ratio 1 Year1.16 Information Ratio 10 Years0.08 Information Ratio 15 Years-0.18 Information Ratio 3 Years1.14 Information Ratio 5 Years0.09 Low 1 Year4.73 Maximum Loss 1 Year-9.07 Maximum Loss 10 Years-24.58 Maximum Loss 15 Years-24.58 Maximum Loss 3 Years-24.58 Maximum Loss 5 Years-24.58 Performance Current Year13.55 Performance since Inception751.67 R-Squared (R²) 1 Year100.00 R-Squared (R²) 10 Years100.00 R-Squared (R²) 15 Years100.00 R-Squared (R²) 3 Years100.00 R-Squared (R²) 5 Years100.00 Sortino Ratio 1 Year2.04 Sortino Ratio 10 Years1.10 Sortino Ratio 15 Years1.44 Sortino Ratio 3 Years0.50 Sortino Ratio 5 Years1.06 Tracking Error 1 Year0.03 Tracking Error 10 Years0.02 Tracking Error 15 Years0.03 Tracking Error 3 Years0.02 Tracking Error 5 Years0.03 Trailing Performance 1 Month7.97 Trailing Performance 1 Week3.10 Trailing Performance 1 Year23.16 Trailing Performance 10 Years214.80 Trailing Performance 2 Years46.50 Trailing Performance 3 Months6.55 Trailing Performance 3 Years26.25 Trailing Performance 4 Years81.94 Trailing Performance 5 Years107.37 Trailing Performance 6 Months19.58 Trailing Return 1 Month3.10 Trailing Return 1 Year23.16 Trailing Return 10 Years12.15 Trailing Return 15 Years14.49 Trailing Return 2 Months7.97 Trailing Return 2 Years21.04 Trailing Return 3 Months3.22 Trailing Return 3 Years8.08 Trailing Return 4 Years16.14 Trailing Return 5 Years14.14 Trailing Return 6 Months13.55 Trailing Return 6 Years13.27 Trailing Return 7 Years13.48 Trailing Return 8 Years14.10 Trailing Return 9 Months27.29 Trailing Return 9 Years12.71 Trailing Return Since Inception14.70 Trailing Return YTD - Year to Date13.55 Treynor Ratio 1 Year17.54 Treynor Ratio 10 Years10.54 Treynor Ratio 15 Years13.39 Treynor Ratio 3 Years4.65 Treynor Ratio 5 Years11.84

ncG1vNJzZmilkae4psDSZ5muq5mjsrS%2FyKeqopyVp3uku8xona6mlKh8r7vRrZ%2Beqp5iwbPB0q1kq62jqLKtuIxsZ2loXZ67pbHXZp2uppRiu7C6jKWcp5yZo7RuwdJpZ2xxaW6BcoCR