Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFXCX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS C) | NA | -2.68% | 0.00% | 1.04% | 2.36% | 2.79% | NA | … | … |
Data as of 01/07/2019, Common starting date is 12/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFXCX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS C) | 12/18/2000 | 01/07/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.68 | 0.00 | 1.04 | 2.36 | 2.79 | NA | … | … | 0.00 | -2.91 | 2.06 | 1.38 | 0.52 | 4.78 | -2.50 | 2.23 | 4.73 | 6.16 | 9.30 | 2.67 | 5.19 | 4.15 | 1.36 | 3.65 | 2.23 | 6.15 | 8.82 | 0.24 |
| Sharpe Ratio | NA | -1.77 | -0.30 | 0.25 | 0.81 | NA | NA | … | … | 0.00 | -1.79 | 0.55 | 0.51 | 0.21 | 2.08 | -0.74 | 1.64 | 1.87 | 2.18 | 2.74 | 0.25 | 0.65 | 0.30 | -0.36 | 0.89 | 0.42 | 1.82 | 1.27 | 0.99 |
| Standard Deviation(%) | NA | 2.35 | 2.43 | 2.39 | 2.58 | NA | NA | … | … | NA | 2.36 | 2.63 | 2.30 | 2.37 | 2.29 | 3.42 | 1.34 | 2.51 | 2.78 | 3.36 | 6.93 | 3.36 | 2.87 | 2.29 | 3.02 | 3.64 | 2.78 | 5.20 | 4.10 |
| Draw Down(%) | NA | 3.15 | 3.90 | 3.90 | 4.97 | NA | NA | … | … | 0.00 | 3.30 | 1.71 | 3.65 | 1.63 | 0.78 | 4.60 | 1.03 | 1.37 | 2.51 | 1.68 | 5.04 | 2.60 | 2.15 | 2.29 | 3.17 | 2.26 | 1.39 | 2.36 | 0.24 |
| Yield(%) | 0.00 | 1.73 | 1.94 | 1.76 | 3.05 | 3.22 | 3.17 | … | … | 0.00 | 1.72 | 2.21 | 1.94 | 1.44 | 1.34 | 1.78 | 3.71 | 3.00 | 6.10 | 7.45 | 4.11 | 3.81 | 3.73 | 4.20 | 2.00 | 2.14 | 3.95 | 5.70 | 0.56 |
Data as of 01/07/2019, Common starting date is 12/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFXCX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS C) |
0.02%
Oct 2015 – Oct 2018 |
0.67%
Apr 2013 – Apr 2018 |
2.51%
Dec 2008 – Dec 2018 |
2.81%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFXCX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS C) |
7.64%
Oct 2008 – Oct 2011 |
6.12%
May 2006 – May 2011 |
4.74%
May 2001 – May 2011 |
3.84%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison Chart