Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PFIDX (PIMCO FLOATING INCOME FUND D) | NA | 3.66% | 4.80% | 2.88% | 3.60% | NA | NA | 3.46% |
Data as of 03/23/2018, AR inception is 08/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFIDX (PIMCO FLOATING INCOME FUND D) | 08/30/2004 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.12 | 3.66 | 4.80 | 2.88 | 3.60 | NA | NA | 3.46 | -0.16 | 5.62 | 10.94 | -0.73 | -2.65 | 2.77 | 12.81 | -5.03 | 6.32 | 34.30 | -24.99 | 0.20 | 8.18 | 4.36 | 3.23 |
| Sharpe Ratio | NA | 1.95 | 1.19 | 0.68 | 0.70 | NA | NA | 0.54 | -1.19 | 3.31 | 2.33 | -0.16 | -0.58 | 0.83 | 3.69 | -0.83 | 1.52 | 6.22 | -2.87 | -0.70 | 2.25 | 1.10 | 5.89 |
| Standard Deviation(%) | NA | 1.48 | 3.73 | 3.93 | 5.05 | NA | NA | 4.62 | 1.50 | 1.51 | 4.58 | 4.83 | 4.56 | 3.30 | 3.48 | 6.11 | 4.10 | 5.50 | 9.00 | 4.04 | 2.18 | 1.99 | 1.44 |
| Draw Down(%) | NA | 0.62 | 10.77 | 13.47 | 25.61 | NA | NA | 28.78 | 0.62 | 0.36 | 6.76 | 6.42 | 9.52 | 4.97 | 2.97 | 12.09 | 4.93 | 5.61 | 26.97 | 5.11 | 1.17 | 1.44 | 0.30 |
| Yield(%) | 0.00 | 2.69 | 3.55 | 3.63 | 3.92 | 3.64 | 2.73 | 4.20 | 0.42 | 2.81 | 3.64 | 4.71 | 4.42 | 4.02 | 4.49 | 3.80 | 3.25 | 6.99 | 4.91 | 7.14 | 5.64 | 3.61 | 1.03 |
Data as of 03/23/2018, AR inception is 08/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFIDX (PIMCO FLOATING INCOME FUND D) |
-7.02%
Feb 2006 - Feb 2009 |
0.24%
Feb 2011 - Feb 2016 |
1.58%
Feb 2006 - Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFIDX (PIMCO FLOATING INCOME FUND D) |
12.23%
Mar 2009 - Mar 2012 |
9.51%
Feb 2009 - Feb 2014 |
3.35%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart