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PYGNX: PAYDEN GNMA FUND PAYDEN GNMA FUND (INVESTOR CLASS) (MUTUAL FUND)
Basic Info 7.44 0.03(0.40%) May 23
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | (86%) |
Start Date: | 09/16/1999 |
Last Dividend Date: | 04/30/2024 |
12-Mo. Yield | 3.28% |
Expenses | 0.45% |
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Performance Analytics (As of 05/17/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/16/1999 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.9 | -2.4 | 0.9 | -3.9 | -1.1 | 0.3 | 1.6 | 2.7 | 2.2 | 4.5 | -12.4 | -1.9 | 4.3 | 6.0 | 0.4 | 0.3 | 1.8 | 1.2 | 6.0 | -3.2 | 3.6 | 8.2 | 6.2 | 6.1 | 7.7 | 6.2 | 4.4 | 3.0 | 3.7 | -0.2 | 2.9 | -1.1 | 3.8 | -1.6 |
Sharpe Ratio | NA | -1.19 | -0.42 | -0.84 | -0.44 | -0.15 | NA | NA | 0.25 | 0.03 | -1.77 | -0.89 | 1.48 | 1.94 | -0.34 | -0.14 | 0.7 | 0.4 | 2.15 | -0.76 | 1.62 | 2.5 | 1.93 | 1.7 | 1.0 | 0.86 | 0.35 | 0.3 | 0.81 | -0.28 | 0.69 | -0.81 | -0.08 | -2.35 |
Draw Down(%) | NA | 4.1 | 7.8 | 18.5 | 19.1 | 19.1 | NA | NA | 19.1 | 9.2 | 16.3 | 2.5 | 2.1 | 0.8 | 2.8 | 1.7 | 3.1 | 1.7 | 1.2 | 5.7 | 1.0 | 1.7 | 2.9 | 2.1 | 3.1 | 2.5 | 2.3 | 2.0 | 3.2 | 4.2 | 1.9 | 5.7 | 3.0 | 2.1 |
Standard Deviation(%) | NA | 6.8 | 8.0 | 7.1 | 5.8 | 4.5 | NA | NA | 4.0 | 8.5 | 7.9 | 2.2 | 2.7 | 2.4 | 2.8 | 2.5 | 2.3 | 2.9 | 2.8 | 4.3 | 2.2 | 3.3 | 3.2 | 3.5 | 6.7 | 3.8 | 3.2 | 2.7 | 3.4 | 3.2 | 2.6 | 4.3 | 3.5 | 3.7 |
Treynor Ratio | NA | -0.07 | -0.03 | -0.06 | -0.03 | -0.01 | NA | NA | 0.02 | 0.0 | -0.13 | -0.04 | 0.11 | 0.1 | -0.01 | -0.01 | 0.04 | 0.02 | 0.09 | -0.04 | 0.07 | 0.16 | 0.14 | 0.17 | 0.11 | 0.05 | 0.01 | 0.01 | 0.05 | -0.02 | 0.05 | -0.07 | 0.0 | -0.16 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.03 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | -0.01 | -0.01 | -0.02 | -0.02 | -0.03 |
Beta | NA | 1.18 | 1.23 | 1.05 | 0.91 | 0.81 | NA | NA | 0.63 | 1.09 | 1.04 | 0.45 | 0.36 | 0.46 | 0.81 | 0.63 | 0.44 | 0.53 | 0.64 | 0.93 | 0.49 | 0.51 | 0.45 | 0.36 | 0.63 | 0.71 | 0.77 | 0.62 | 0.58 | 0.44 | 0.35 | 0.48 | 0.58 | 0.54 |
RSquared | NA | 0.88 | 0.87 | 0.83 | 0.73 | 0.67 | NA | NA | 0.59 | 0.85 | 0.83 | 0.41 | 0.28 | 0.57 | 0.68 | 0.56 | 0.5 | 0.61 | 0.57 | 0.69 | 0.49 | 0.62 | 0.57 | 0.48 | 0.5 | 0.77 | 0.74 | 0.69 | 0.71 | 0.55 | 0.57 | 0.55 | 0.59 | 0.51 |
Yield(%) | N/A | 1.1 | 3.3 | 2.9 | 3.0 | 3.1 | 3.5 | 4.0 | N/A | 3.2 | 3.1 | 3.0 | 2.8 | 3.7 | 3.2 | 3.2 | 3.0 | 3.5 | 4.2 | 3.7 | 5.6 | 4.2 | 4.9 | 4.6 | 5.1 | 5.1 | 5.2 | 5.2 | 5.3 | 2.4 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -64.1 | -3.7 | -8.0 | -13.7 | -38.8 | N/A | N/A | N/A | -12.7 | -2.1 | 8.3 | -21.7 | 13.3 | -1.4 | 2.6 | -15.2 | -15.7 | 7.3 | -35.9 | 37.8 | -12.2 | 7.8 | -8.2 | 0.6 | -1.6 | -2.9 | -3.5 | 112.5 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/16/1999
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