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PTRIX: PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 8.39 0.06(0.72%) April 17
Asset Class: | Intermediate-Term Bond |
MyPlanIQ Rating: | (92%) |
Start Date: | 08/28/1997 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 5.79% |
Expenses | 2.27% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/24/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.4 | -2.5 | 1.2 | -3.6 | -0.3 | 1.5 | 3.0 | 3.4 | 4.3 | 5.7 | -13.2 | 0.5 | 5.3 | 6.4 | 1.3 | 4.6 | 2.4 | 1.9 | 6.3 | -1.4 | 5.1 | 5.4 | 9.1 | 14.4 | -0.4 | 7.4 | 5.5 | 2.5 | 4.9 | 4.2 | 9.4 | 10.0 | 12.3 | 2.3 | 6.2 | 5.1 |
Sharpe Ratio | NA | -1.55 | -0.42 | -0.77 | -0.29 | 0.11 | NA | NA | 0.76 | 0.18 | -1.73 | 0.27 | 1.56 | 2.45 | 0.01 | 1.56 | 1.0 | 0.73 | 2.56 | -0.42 | 2.85 | 1.82 | 2.96 | 3.32 | -0.17 | 1.14 | 0.66 | 0.11 | 1.24 | 1.07 | 3.33 | 2.01 | 2.18 | -0.25 | 0.9 | 3.77 |
Draw Down(%) | NA | 2.8 | 7.9 | 18.1 | 18.1 | 18.1 | NA | NA | 18.1 | 8.5 | 17.6 | 1.1 | 4.9 | 0.8 | 2.1 | 1.2 | 3.2 | 1.4 | 0.9 | 4.5 | 0.6 | 1.5 | 2.4 | 1.6 | 7.3 | 2.7 | 2.0 | 2.4 | 3.2 | 2.9 | 1.4 | 2.2 | 2.8 | 2.2 | 2.0 | 0.7 |
Standard Deviation(%) | NA | 6.8 | 7.8 | 7.2 | 5.8 | 4.4 | NA | NA | 4.0 | 8.2 | 8.5 | 2.0 | 3.2 | 2.0 | 2.6 | 2.5 | 2.2 | 2.5 | 2.4 | 3.5 | 1.8 | 3.0 | 3.0 | 4.3 | 7.8 | 3.8 | 3.5 | 2.7 | 3.2 | 3.3 | 2.5 | 3.9 | 3.7 | 3.5 | 3.2 | 3.2 |
Treynor Ratio | NA | -0.1 | -0.03 | -0.06 | -0.02 | 0.01 | NA | NA | 0.05 | 0.01 | -0.16 | 0.01 | 0.12 | 0.1 | 0.0 | 0.05 | 0.05 | 0.04 | 0.09 | -0.02 | 0.13 | 0.11 | 0.19 | 0.32 | -0.03 | 0.06 | 0.03 | 0.0 | 0.07 | 0.07 | 0.21 | 0.14 | 0.12 | -0.01 | 0.06 | 0.17 |
Alpha | NA | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | NA | NA | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.02 | 0.01 | 0.01 | 0.01 | 0.0 | 0.02 |
Beta | NA | 1.07 | 1.03 | 0.92 | 0.81 | 0.76 | NA | NA | 0.63 | 1.0 | 0.91 | 0.37 | 0.41 | 0.48 | 0.82 | 0.78 | 0.4 | 0.52 | 0.7 | 0.82 | 0.39 | 0.48 | 0.48 | 0.45 | 0.53 | 0.72 | 0.9 | 0.63 | 0.57 | 0.48 | 0.39 | 0.57 | 0.71 | 0.61 | 0.51 | 0.71 |
RSquared | NA | 0.91 | 0.88 | 0.83 | 0.76 | 0.73 | NA | NA | 0.63 | 0.89 | 0.84 | 0.5 | 0.43 | 0.6 | 0.73 | 0.73 | 0.45 | 0.75 | 0.74 | 0.8 | 0.47 | 0.63 | 0.68 | 0.52 | 0.29 | 0.75 | 0.89 | 0.8 | 0.7 | 0.56 | 0.69 | 0.82 | 0.82 | 0.82 | 0.72 | 0.83 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/24/2000
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