Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFMRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-2) | NA | -0.15% | 3.07% | 1.52% | 2.06% | NA | NA | … | … |
Data as of 03/01/2021, Common starting date is 12/17/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFMRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-2) | 12/17/2008 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | -0.15 | 3.07 | 1.52 | 2.06 | NA | NA | … | … | -0.29 | 2.00 | 5.79 | 0.18 | 0.97 | 0.81 | 0.26 | 4.29 | -1.94 | 3.71 | 5.36 | 5.38 | 6.89 | -1.68 |
| Sharpe Ratio | NA | -0.02 | 0.94 | 0.33 | 0.71 | NA | NA | … | … | -1.38 | 0.76 | 2.04 | -0.45 | 0.14 | 0.27 | 0.09 | 1.97 | -0.68 | 2.27 | 1.97 | 1.70 | 2.21 | -11.96 |
| Standard Deviation(%) | NA | 2.27 | 2.28 | 2.33 | 2.37 | NA | NA | … | … | 1.39 | 2.31 | 2.15 | 2.59 | 2.42 | 2.25 | 2.58 | 2.17 | 2.90 | 1.62 | 2.71 | 3.12 | 3.08 | 3.16 |
| Draw Down(%) | NA | 2.80 | 2.80 | 4.12 | 4.29 | NA | NA | … | … | 0.85 | 2.80 | 0.78 | 2.57 | 1.56 | 3.67 | 1.60 | 0.91 | 4.29 | 0.62 | 1.44 | 3.15 | 1.30 | 1.68 |
| Yield(%) | 0.00 | 1.35 | 1.96 | 2.21 | 2.47 | 2.22 | 1.66 | … | … | 0.08 | 1.62 | 2.20 | 2.26 | 2.85 | 2.97 | 2.52 | 2.41 | 2.48 | 3.05 | 3.29 | 3.50 | 3.76 | 0.00 |
Data as of 03/01/2021, Common starting date is 12/17/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFMRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-2) |
-0.36%
Oct 2015 – Oct 2018 |
0.39%
Apr 2013 – Apr 2018 |
1.99%
Nov 2010 – Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFMRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-2) |
6.00%
Jan 2009 – Jan 2012 |
4.01%
Jan 2009 – Jan 2014 |
2.64%
Jun 2009 – Jun 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart