Issue link: https://resources.envestnet.com/i/1540867
87 © 2024 Envestnet, Inc. All rights reserved. For one-on-one use with a client's financial advisor only. Catastrophic Loss by Sector Catastrophic loss was prevalent across sectors in the Russell 3000 Index 41% 56% 54% 50% 49% 48% 34% 33% 33% 23% 13% Historical Rate of Catastrophic Loss (%) Source: BlackRock. Breakdown of returns for individual sectors in the Russell 3000 Total Return Index during the dataset period. Past performance is not a guarantee of future results. Research produced by Aperio using data obtained from MSCI, January 1, 1987‒June 30, 2023. Data decomposition into ten sectors based on MSCI's classification at the earliest date of available data for each security in the Russell 3000 Total Return Index. A catastrophic loss is defined as a decline in a security's peak-to-end value of 50% or greater over the study period. Indexes are unmanaged groups of securities. You cannot invest directly in an index. 20251017-4912642