Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PEMDX (EMERGING MARKETS BOND FUND D) | NA | 2.79% | 5.35% | 2.34% | 5.40% | 7.58% | NA | 9.44% |
Data as of 03/23/2018, AR inception is 04/27/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEMDX (EMERGING MARKETS BOND FUND D) | 04/27/2000 | 03/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.58 | 2.79 | 5.35 | 2.34 | 5.40 | 7.58 | NA | 9.44 | -2.33 | 9.08 | 14.46 | -3.13 | 0.63 | -6.98 | 16.34 | 6.28 | 12.35 | 30.01 | -14.32 | 5.21 | 9.35 | 11.27 | 11.80 | 32.05 | 12.24 | 21.19 | 5.29 |
| Sharpe Ratio | NA | 0.60 | 0.92 | 0.35 | 0.75 | NA | NA | 1.06 | -2.86 | 2.53 | 2.14 | -0.49 | 0.09 | -1.10 | 4.71 | 1.25 | 2.72 | 4.91 | -1.08 | 0.51 | 1.36 | 1.69 | 1.34 | 4.31 | 0.91 | 1.75 | 0.38 |
| Standard Deviation(%) | NA | 3.32 | 5.41 | 6.03 | 6.90 | NA | NA | 7.49 | 3.83 | 3.35 | 6.62 | 6.44 | 6.54 | 6.37 | 3.49 | 5.02 | 4.51 | 6.09 | 14.11 | 4.31 | 4.47 | 5.40 | 8.12 | 7.27 | 12.20 | 10.99 | 9.90 |
| Draw Down(%) | NA | 2.99 | 12.12 | 14.41 | 32.47 | NA | NA | 32.47 | 2.99 | 1.74 | 6.30 | 10.46 | 12.99 | 12.10 | 3.29 | 6.08 | 5.23 | 6.00 | 32.47 | 5.29 | 6.19 | 5.53 | 13.30 | 9.28 | 16.95 | 6.12 | 6.77 |
| Yield(%) | 0.00 | 4.62 | 5.06 | 5.11 | 5.63 | 7.69 | 8.24 | 9.69 | 0.60 | 4.97 | 5.67 | 5.23 | 6.05 | 7.48 | 4.92 | 4.78 | 4.60 | 7.20 | 6.85 | 8.36 | 10.01 | 8.18 | 8.01 | 17.46 | 9.80 | 9.52 | 7.29 |
Data as of 03/23/2018, AR inception is 04/27/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEMDX (EMERGING MARKETS BOND FUND D) |
-3.37%
Jan 2013 - Jan 2016 |
1.72%
Sep 2010 - Sep 2015 |
4.62%
Feb 2006 - Feb 2016 |
7.75%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEMDX (EMERGING MARKETS BOND FUND D) |
23.56%
Sep 2002 - Sep 2005 |
17.45%
Dec 2000 - Dec 2005 |
12.85%
Jul 2002 - Jul 2012 |
9.97%
May 2000 - May 2015 |
Annualized Rolling Returns Comparison Chart