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PGAAX: PIMCO GLOBAL MULTI-ASSET FUND ADMINISTRATIVE (MUTUAL FUND)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/28/2011 |
Last Dividend Date: | 12/29/2016 |
12-Mo. Yield | 1.08% |
Expenses | 1.24% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/28/2011 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | 0.0 | 0.4 | 1.3 | 3.8 | -0.5 | 7.2 | -8.6 | 9.3 | -9.1 |
Sharpe Ratio | NA | 1.46 | 0.49 | 0.17 | 0.04 | 7.18 | 0.38 | -0.05 | 1.09 | -1.14 | 1.14 | -2.66 |
Draw Down(%) | NA | 5.7 | 16.9 | 16.9 | 16.9 | 0.1 | 10.2 | 11.7 | 7.1 | 14.4 | 6.8 | 9.8 |
Standard Deviation(%) | NA | 8.6 | 8.6 | 8.3 | 8.7 | 3.0 | 9.4 | 9.5 | 6.6 | 7.5 | 8.2 | 16.0 |
Treynor Ratio | NA | 0.13 | 0.04 | 0.02 | 0.0 | 0.53 | 0.03 | 0.0 | 0.09 | -0.12 | 0.11 | -0.6 |
Alpha | NA | 0.0 | 0.0 | -0.02 | -0.02 | 0.02 | 0.0 | 0.0 | 0.02 | -0.07 | 0.0 | -0.14 |
Beta | NA | 0.99 | 1.0 | 0.91 | 0.88 | 0.41 | 1.02 | 1.09 | 0.81 | 0.7 | 0.83 | 0.71 |
RSquared | NA | 0.82 | 0.81 | 0.72 | 0.7 | 0.36 | 0.84 | 0.87 | 0.68 | 0.49 | 0.72 | 0.58 |
Yield(%) | N/A | 1.1 | 0.5 | 1.1 | N/A | 0.0 | 1.0 | 0.0 | 0.4 | 1.5 | 2.4 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | -100.0 | -76.5 | -34.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/28/2011
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