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PYGFX: PAYDEN GLOBAL FIXED INCOME FUND PAYDEN GLOBAL FIXED INCOME FUND (INVESTOR CLASS) (MUTUAL FUND)
Basic Info 7.52 0.02(0.27%) May 17
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | (85%) |
Start Date: | 05/31/1996 |
Last Dividend Date: | 04/29/2024 |
12-Mo. Yield | 2.88% |
Expenses | 0.70% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 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 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | -0.3 | 4.0 | -1.8 | 0.5 | 1.9 | 3.0 | 3.2 | 4.1 | 7.3 | -12.4 | -0.9 | 5.9 | 8.6 | -0.3 | 4.1 | 3.7 | 1.5 | 7.2 | -1.2 | 10.2 | 1.7 | 5.7 | 6.6 | 2.7 | 4.3 | 2.0 | 5.0 | 3.7 | 3.1 | 6.9 | 5.5 | 9.7 | -0.5 | 11.7 | 9.1 | 7.7 |
Sharpe Ratio | NA | -1.3 | -0.17 | -0.94 | -0.27 | 0.24 | NA | NA | 0.82 | 0.6 | -2.65 | -0.37 | 1.22 | 3.0 | -0.84 | 1.88 | 1.42 | 0.58 | 4.15 | -0.41 | 5.81 | 0.64 | 2.45 | 2.22 | 0.38 | 0.43 | -0.56 | 0.78 | 1.06 | 0.67 | 1.73 | 0.92 | 2.26 | -0.92 | 2.39 | 1.9 | 3.49 |
Draw Down(%) | NA | 2.0 | 4.4 | 15.9 | 15.9 | 15.9 | NA | NA | 15.9 | 4.4 | 14.9 | 2.5 | 9.4 | 1.7 | 1.7 | 1.1 | 3.0 | 2.8 | 0.9 | 6.4 | 1.1 | 4.8 | 2.4 | 1.7 | 5.2 | 1.7 | 2.3 | 1.8 | 3.7 | 4.8 | 1.9 | 3.1 | 1.2 | 4.3 | 3.0 | 2.4 | 1.1 |
Standard Deviation(%) | NA | 4.2 | 4.8 | 4.7 | 4.3 | 3.4 | NA | NA | 3.2 | 5.2 | 5.2 | 2.5 | 4.6 | 2.4 | 1.9 | 1.9 | 2.5 | 2.5 | 1.7 | 3.0 | 1.8 | 2.6 | 2.3 | 2.9 | 4.6 | 3.1 | 2.2 | 3.6 | 2.6 | 3.6 | 3.4 | 3.6 | 2.5 | 4.1 | 3.5 | 2.9 | 2.8 |
Treynor Ratio | NA | -0.04 | -0.02 | -0.12 | -0.03 | 0.04 | NA | NA | 0.18 | 0.07 | -0.42 | -0.04 | 0.15 | 0.26 | -0.17 | 0.29 | 0.33 | -1.55 | -2.58 | -0.15 | 3.94 | 1.08 | 2.02 | 0.83 | 0.12 | 0.06 | -0.08 | 0.3 | 0.18 | 0.1 | 0.29 | 0.2 | 0.5 | -0.33 | 0.8 | 0.96 | -6.17 |
Alpha | NA | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | NA | NA | 0.01 | 0.02 | -0.03 | 0.0 | 0.01 | 0.02 | 0.0 | 0.01 | 0.01 | 0.01 | 0.03 | 0.0 | 0.04 | 0.01 | 0.02 | 0.02 | 0.01 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | 0.01 | 0.02 | 0.02 | -0.01 | 0.03 | 0.02 | 0.04 |
Beta | NA | 1.47 | 0.47 | 0.37 | 0.37 | 0.23 | NA | NA | 0.15 | 0.44 | 0.33 | 0.21 | 0.38 | 0.28 | 0.09 | 0.12 | 0.11 | -0.01 | -0.03 | 0.08 | 0.03 | 0.02 | 0.03 | 0.08 | 0.15 | 0.24 | 0.15 | 0.09 | 0.16 | 0.24 | 0.2 | 0.16 | 0.11 | 0.11 | 0.1 | 0.06 | -0.02 |
RSquared | NA | 0.16 | 0.38 | 0.4 | 0.42 | 0.24 | NA | NA | 0.16 | 0.53 | 0.42 | 0.18 | 0.5 | 0.29 | 0.09 | 0.19 | 0.13 | 0.0 | 0.01 | 0.04 | 0.01 | 0.0 | 0.01 | 0.09 | 0.16 | 0.23 | 0.28 | 0.05 | 0.43 | 0.52 | 0.29 | 0.23 | 0.21 | 0.05 | 0.06 | 0.03 | 0.0 |
Yield(%) | N/A | 0.9 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.9 | 6.5 | 3.1 | 2.4 | 3.1 | 4.9 | 1.9 | 1.5 | 2.9 | 2.4 | 2.7 | 4.0 | 8.2 | 3.8 | 4.7 | 5.9 | 5.3 | 5.2 | 12.2 | 4.8 | 4.7 | 3.7 | 8.1 | 4.3 | 5.8 | 9.6 | 9.3 | 4.1 |
Dividend Growth(%) | N/A | -66.7 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -63.8 | 100.0 | 31.8 | -18.5 | -40.0 | 164.7 | 30.8 | -50.0 | 30.0 | -16.7 | -27.3 | -54.8 | 121.2 | -17.5 | -24.5 | 10.4 | 0.0 | -60.7 | 154.2 | 0.0 | 29.7 | -55.4 | 97.6 | -31.1 | -38.4 | 4.2 | 131.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/21/1994
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