Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PDRAX (LOW DURATION FUND III ADMINISTRATIVE) | NA | 0.25% | 0.84% | 0.61% | 2.67% | 2.53% | NA | … | … |
Data as of 02/01/2019, Common starting date is 03/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PDRAX (LOW DURATION FUND III ADMINISTRATIVE) | 03/30/1999 | 02/01/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.25 | 0.84 | 0.61 | 2.67 | 2.53 | NA | … | … | 0.00 | -0.23 | 1.55 | 1.17 | 0.40 | 0.57 | 0.00 | 5.77 | 2.14 | 5.03 | 11.36 | -2.61 | 7.52 | 3.51 | 1.36 | 1.51 | 1.65 | 5.79 | 7.60 | 7.18 | 1.86 |
| Sharpe Ratio | NA | -1.10 | 0.04 | 0.13 | 1.18 | NA | NA | … | … | 0.00 | -1.44 | 0.76 | 0.72 | 0.27 | 0.41 | -0.01 | 2.97 | 1.11 | 2.34 | 2.59 | -0.55 | 1.75 | 0.04 | -0.55 | 0.31 | 0.41 | 1.48 | 1.53 | 1.16 | -0.41 |
| Standard Deviation(%) | NA | 1.09 | 1.19 | 1.25 | 2.00 | NA | NA | … | … | NA | 1.13 | 1.18 | 1.33 | 1.37 | 1.35 | 2.17 | 1.94 | 1.90 | 2.11 | 4.35 | 6.50 | 2.51 | 2.43 | 1.63 | 1.72 | 2.30 | 3.14 | 3.42 | 2.55 | 2.36 |
| Draw Down(%) | NA | 0.60 | 1.29 | 1.36 | 4.54 | NA | NA | … | … | 0.00 | 0.87 | 0.57 | 0.88 | 1.22 | 0.93 | 3.16 | 0.81 | 1.94 | 2.37 | 5.84 | 9.94 | 1.04 | 1.43 | 1.05 | 1.41 | 2.12 | 1.94 | 2.08 | 0.92 | 1.09 |
| Yield(%) | 0.00 | 0.99 | 1.12 | 1.52 | 2.31 | 2.85 | 3.28 | … | … | 0.00 | 1.03 | 0.80 | 1.58 | 1.65 | 2.81 | 1.40 | 4.09 | 2.43 | 2.49 | 3.62 | 7.86 | 5.15 | 4.14 | 3.14 | 2.10 | 2.54 | 3.92 | 5.17 | 6.34 | 4.53 |
Data as of 02/01/2019, Common starting date is 03/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRAX (LOW DURATION FUND III ADMINISTRATIVE) |
0.11%
Feb 2013 – Feb 2016 |
0.42%
Apr 2013 – Apr 2018 |
2.15%
Feb 2008 – Feb 2018 |
2.46%
Jun 2003 – Jun 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PDRAX (LOW DURATION FUND III ADMINISTRATIVE) |
7.26%
Feb 2009 – Feb 2012 |
5.66%
Nov 2008 – Nov 2013 |
4.54%
Jan 2000 – Jan 2010 |
3.95%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison Chart