Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PEBAX (EMERGING MARKETS BOND FUND ADMINISTRATIVE) | NA | -5.34% | 6.75% | 3.55% | 7.00% | 6.13% | 10.10% | … | … |
Data as of 02/01/2019, Common starting date is 10/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEBAX (EMERGING MARKETS BOND FUND ADMINISTRATIVE) | 10/29/1998 | 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 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.34 | 6.75 | 3.55 | 7.00 | 6.13 | 10.10 | … | … | 0.00 | -5.22 | 10.30 | 14.57 | -3.01 | 0.81 | -6.81 | 16.56 | 6.46 | 12.34 | 30.23 | -14.20 | 5.35 | 9.52 | 11.47 | 11.96 | 32.24 | 12.58 | 27.84 | 14.33 | 26.30 | 9.58 |
| Sharpe Ratio | NA | -1.72 | 1.27 | 0.55 | 1.25 | NA | NA | … | … | 0.00 | -1.64 | 2.92 | 2.17 | -0.47 | 0.12 | -1.07 | 4.74 | 1.28 | 2.71 | 4.93 | -1.07 | 0.51 | 1.37 | 1.70 | 1.35 | 4.33 | 0.94 | 2.48 | 1.31 | 1.70 | 4.46 |
| Standard Deviation(%) | NA | 3.94 | 4.69 | 5.57 | 5.38 | NA | NA | … | … | NA | 4.03 | 3.32 | 6.62 | 6.45 | 6.54 | 6.38 | 3.51 | 5.03 | 4.52 | 6.11 | 14.12 | 4.32 | 4.49 | 5.42 | 8.13 | 7.28 | 12.22 | 10.42 | 7.72 | 13.48 | 15.16 |
| Draw Down(%) | NA | 5.79 | 6.29 | 14.23 | 14.23 | NA | NA | … | … | 0.00 | 6.03 | 1.73 | 6.29 | 10.41 | 12.93 | 12.09 | 3.29 | 6.06 | 5.22 | 5.96 | 32.43 | 5.26 | 6.16 | 5.53 | 13.25 | 9.26 | 16.81 | 6.12 | 7.42 | 12.53 | 5.15 |
| Yield(%) | 0.00 | 2.83 | 4.93 | 4.87 | 6.76 | 6.57 | 11.33 | … | … | 0.00 | 3.14 | 5.09 | 5.78 | 5.36 | 6.23 | 7.65 | 5.12 | 4.95 | 4.59 | 7.39 | 6.97 | 8.50 | 10.17 | 8.37 | 8.15 | 17.62 | 10.11 | 15.65 | 14.78 | 11.58 | 3.47 |
Data as of 02/01/2019, Common starting date is 10/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEBAX (EMERGING MARKETS BOND FUND ADMINISTRATIVE) |
-3.21%
Jan 2013 – Jan 2016 |
1.89%
Sep 2010 – Sep 2015 |
4.77%
Feb 2006 – Feb 2016 |
6.07%
Jan 2004 – Jan 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEBAX (EMERGING MARKETS BOND FUND ADMINISTRATIVE) |
26.19%
Feb 1999 – Feb 2002 |
23.56%
Jan 1999 – Jan 2004 |
14.29%
Aug 1999 – Aug 2009 |
12.61%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart