Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PCMI (PCM Inc) | NA | 59.50% | 23.67% | 26.10% | 16.49% | 13.68% | 14.75% | … | … |
Data as of 08/30/2019, Common starting date is 04/05/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCMI (PCM Inc) | 04/05/1995 | 08/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.17 | 59.50 | 23.67 | 26.10 | 16.49 | 13.68 | 14.75 | … | … | 98.81 | 77.88 | -56.00 | 126.59 | 4.31 | -7.30 | 65.38 | -1.11 | -17.04 | 45.02 | 30.17 | -56.93 | -11.67 | 86.22 | -36.02 | 37.89 | 370.43 | -15.02 | 260.89 | -84.62 | -76.97 | 219.50 | 34.75 | -59.59 | -19.78 |
| Sharpe Ratio | NA | 0.61 | 0.05 | 0.08 | -0.08 | NA | NA | … | … | 2.65 | 0.83 | -1.18 | 1.56 | -0.50 | -0.50 | 1.03 | -0.54 | -0.75 | 0.53 | 0.15 | -0.59 | -0.51 | 1.43 | -0.98 | 0.28 | 5.04 | -0.45 | 1.64 | -0.81 | -0.47 | 1.37 | 0.44 | -0.59 | -0.54 |
| Standard Deviation(%) | NA | 59.04 | 64.80 | 59.25 | 51.98 | NA | NA | … | … | 61.53 | 67.54 | 63.94 | 59.03 | 28.27 | 51.54 | 45.63 | 36.79 | 47.55 | 49.64 | 78.60 | 130.20 | 66.89 | 44.86 | 58.44 | 64.38 | 69.66 | 76.57 | 150.60 | 133.11 | 170.23 | 157.33 | 71.16 | 106.11 | 54.47 |
| Draw Down(%) | NA | 37.70 | 76.73 | 76.73 | 76.73 | NA | NA | … | … | 37.70 | 39.31 | 68.81 | 23.87 | 17.53 | 36.97 | 28.65 | 20.49 | 55.28 | 42.93 | 43.05 | 81.76 | 51.46 | 21.99 | 56.26 | 47.08 | 24.84 | 60.00 | 60.00 | 96.22 | 87.86 | 66.52 | 47.89 | 76.00 | 51.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.01 | 6.88 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 36.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/30/2019, Common starting date is 04/05/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCMI (PCM Inc) |
-55.05%
Nov 1998 – Nov 2001 |
-43.44%
Nov 1995 – Nov 2000 |
-13.09%
Nov 1998 – Nov 2008 |
-6.48%
Aug 1995 – Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCMI (PCM Inc) |
144.63%
Mar 2001 – Mar 2004 |
75.23%
Sep 2002 – Sep 2007 |
35.88%
Feb 2001 – Feb 2011 |
25.21%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart