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PEBAX: EMERGING MARKETS BOND FUND ADMINISTRATIVE (MUTUAL FUND)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/29/1998 |
Last Dividend Date: | 10/31/2018 |
12-Mo. Yield | 2.83% |
Expenses | 1.08% |
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Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 11/26/1999 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -1.2 | 3.1 | 3.1 | 6.1 | 10.1 | 9.4 | 0.0 | -5.2 | 10.3 | 14.6 | -3.0 | 0.8 | -6.8 | 16.6 | 6.5 | 12.3 | 30.2 | -14.2 | 5.4 | 9.5 | 11.5 | 12.0 | 32.2 | 12.6 | 27.8 | 14.3 | 26.3 | 9.6 |
Sharpe Ratio | NA | -1.71 | 1.28 | 0.55 | 1.25 | NA | NA | 1.18 | 0.0 | -1.62 | 2.93 | 2.16 | -0.47 | 0.12 | -1.07 | 4.74 | 1.28 | 2.71 | 4.93 | -1.07 | 0.54 | 1.39 | 1.72 | 1.35 | 4.33 | 0.94 | 2.49 | 1.33 | 1.71 | 4.48 |
Draw Down(%) | NA | 5.8 | 6.3 | 14.2 | 14.2 | NA | NA | 32.4 | 0.0 | 6.0 | 1.7 | 6.3 | 10.4 | 12.9 | 12.1 | 3.3 | 6.1 | 5.2 | 6.0 | 32.4 | 5.3 | 6.2 | 5.5 | 13.2 | 9.3 | 16.8 | 6.1 | 7.4 | 12.5 | 5.1 |
Standard Deviation(%) | NA | 3.9 | 4.7 | 5.6 | 5.4 | NA | NA | 7.8 | NA | 4.0 | 3.3 | 6.6 | 6.4 | 6.5 | 6.4 | 3.5 | 5.0 | 4.5 | 6.1 | 14.1 | 4.3 | 4.5 | 5.4 | 8.1 | 7.3 | 12.2 | 10.4 | 7.7 | 13.5 | 15.2 |
Treynor Ratio | NA | -0.41 | 0.3 | 0.4 | 0.56 | NA | NA | 0.8 | NA | -0.38 | 0.53 | 0.67 | 0.54 | -0.04 | -0.32 | 1.34 | 0.67 | 1.12 | 1.83 | -0.59 | 0.15 | 0.22 | 0.73 | 0.3 | 1.79 | -3.1 | -2.49 | 0.94 | -0.61 | -2.56 |
Alpha | NA | -0.02 | 0.02 | 0.01 | 0.03 | NA | NA | 0.03 | -0.01 | -0.02 | 0.03 | 0.05 | -0.01 | 0.0 | -0.02 | 0.06 | 0.02 | 0.05 | 0.1 | -0.06 | 0.01 | 0.02 | 0.04 | 0.03 | 0.1 | 0.05 | 0.09 | 0.04 | 0.07 | 0.21 |
Beta | NA | 0.16 | 0.2 | 0.08 | 0.12 | NA | NA | 0.12 | 0.0 | 0.17 | 0.18 | 0.21 | -0.06 | -0.22 | 0.22 | 0.12 | 0.1 | 0.11 | 0.16 | 0.25 | 0.16 | 0.28 | 0.13 | 0.36 | 0.18 | -0.04 | -0.1 | 0.11 | -0.38 | -0.26 |
RSquared | NA | 0.07 | 0.09 | 0.01 | 0.03 | NA | NA | 0.02 | 0.0 | 0.07 | 0.14 | 0.07 | 0.01 | 0.04 | 0.06 | 0.04 | 0.02 | 0.05 | 0.09 | 0.05 | 0.05 | 0.23 | 0.04 | 0.24 | 0.07 | 0.0 | 0.01 | 0.02 | 0.05 | 0.02 |
Yield(%) | N/A | 2.8 | 4.9 | 4.9 | 6.8 | 6.6 | 11.3 | N/A | 0.0 | 3.0 | 4.8 | 5.8 | 5.4 | 6.1 | 7.7 | 5.1 | 4.9 | 4.4 | 7.3 | 7.2 | 8.4 | 10.2 | 8.3 | 8.3 | 17.5 | 10.3 | 15.8 | 14.6 | 11.7 | 3.6 |
Dividend Growth(%) | N/A | -40.5 | -37.4 | -19.5 | N/A | N/A | N/A | N/A | -100.0 | -34.7 | -9.3 | -1.8 | -15.4 | -33.0 | 70.2 | 3.6 | 19.6 | -25.8 | -19.5 | -17.2 | -18.4 | 26.7 | 3.4 | -46.3 | 70.5 | -26.9 | 7.4 | 39.1 | 248.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/26/1999
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