IVY CORE EQUITY CIT CLASS 1

Alpha 1 Year2.80 Alpha 3 Years2.12 Alpha 5 Years0.83 Average Gain 1 Year5.63 Average Gain 3 Years5.24 Average Gain 5 Years4.07 Average Loss 1 Year-6.10 Average Loss 3 Years-5.04 Average Loss 5 Years-5.32 Batting Average 1 Year75.00 Batting Average 3 Years58.33 Batting Average 5 Years53.33 Beta 1 Year0.98 Beta 3 Years0.98 Beta 5 Years0.99 Capture Ratio Down 1 Year94.62 Capture Ratio Down 3 Years97.12 Capture Ratio Down 5 Years98.85 Capture Ratio Up 1 Year102.82 Capture Ratio Up 3 Years103.21 Capture Ratio Up 5 Years101.45 Correlation 1 Year99.68 Correlation 3 Years99.03 Correlation 5 Years98.71 High 1 Year37.94 Information Ratio 1 Year1.50 Information Ratio 3 Years0.73 Information Ratio 5 Years0.26 Low 1 Year30.52 Maximum Loss 1 Year-18.02 Maximum Loss 3 Years-22.70 Maximum Loss 5 Years-22.70 Performance since Inception236.63 Risk adjusted Return 3 Years6.42 Risk adjusted Return 5 Years5.33 Risk adjusted Return Since Inception5.77 R-Squared (R²) 1 Year99.36 R-Squared (R²) 3 Years98.07 R-Squared (R²) 5 Years97.43 Sortino Ratio 1 Year-0.32 Sortino Ratio 3 Years1.14 Sortino Ratio 5 Years0.84 Tracking Error 1 Year1.93 Tracking Error 3 Years2.90 Tracking Error 5 Years3.01 Trailing Performance 1 Month-2.34 Trailing Performance 1 Week1.20 Trailing Performance 1 Year-9.18 Trailing Performance 10 Years194.43 Trailing Performance 2 Years4.78 Trailing Performance 3 Months3.02 Trailing Performance 3 Years82.58 Trailing Performance 4 Years60.51 Trailing Performance 5 Years66.86 Trailing Performance 6 Months6.54 Trailing Return 1 Month-2.36 Trailing Return 1 Year-4.79 Trailing Return 2 Months4.34 Trailing Return 2 Years4.45 Trailing Return 3 Months-1.49 Trailing Return 3 Years14.27 Trailing Return 4 Years13.23 Trailing Return 5 Years10.60 Trailing Return 6 Months3.83 Trailing Return 6 Years12.28 Trailing Return 7 Years13.11 Trailing Return 9 Months0.94 Trailing Return Since Inception12.58 Trailing Return YTD - Year to Date4.34 Treynor Ratio 1 Year-7.86 Treynor Ratio 3 Years13.56 Treynor Ratio 5 Years9.26

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