Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFXYX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS Y) | NA | 2.21% | -2.27% | -0.76% | 0.75% | 1.67% | 2.64% | … | … |
Data as of 01/21/2025, Common starting date is 02/16/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFXYX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS Y) | 02/16/2001 | 01/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.21 | -2.27 | -0.76 | 0.75 | 1.67 | 2.64 | … | … | 0.00 | 0.95 | 5.24 | -13.49 | -0.68 | 5.76 | 6.55 | -0.11 | 1.89 | 2.13 | 1.20 | 5.66 | -1.85 | 3.00 | 5.54 | 6.90 | 10.12 | 3.41 | 6.07 | 4.98 | 2.27 | 4.56 | 3.07 | 7.05 | 6.89 |
| Sharpe Ratio | NA | -0.70 | -0.79 | -0.49 | -0.17 | NA | NA | … | … | 0.00 | -0.93 | 0.11 | -1.62 | -0.36 | 1.48 | 2.51 | -0.52 | 0.47 | 0.85 | 0.49 | 2.51 | -0.55 | 2.19 | 2.16 | 2.48 | 2.98 | 0.36 | 0.93 | 0.59 | 0.04 | 1.21 | 0.65 | 2.17 | 1.42 |
| Standard Deviation(%) | NA | 5.88 | 8.14 | 6.59 | 4.97 | NA | NA | … | … | NA | 6.05 | 8.83 | 9.20 | 1.98 | 3.71 | 2.05 | 2.73 | 2.71 | 2.28 | 2.40 | 2.25 | 3.42 | 1.35 | 2.55 | 2.75 | 3.36 | 6.94 | 3.33 | 2.91 | 2.32 | 3.00 | 3.66 | 2.74 | 4.19 |
| Draw Down(%) | NA | 4.38 | 17.04 | 19.33 | 19.33 | NA | NA | … | … | 0.00 | 4.38 | 9.24 | 18.25 | 1.72 | 4.91 | 0.64 | 3.02 | 1.63 | 3.49 | 1.50 | 0.78 | 4.36 | 0.96 | 1.37 | 2.46 | 1.62 | 4.92 | 2.47 | 1.85 | 2.15 | 3.06 | 2.19 | 1.32 | 2.29 |
| Yield(%) | 0.00 | 4.40 | 3.63 | 3.38 | 3.06 | 3.30 | 3.80 | … | … | 0.00 | 4.37 | 5.01 | 3.08 | 2.78 | 3.31 | 3.62 | 2.96 | 2.96 | 2.68 | 2.20 | 2.10 | 2.52 | 4.47 | 3.77 | 6.81 | 8.23 | 4.90 | 4.64 | 4.52 | 5.02 | 2.81 | 3.03 | 4.89 | 5.93 |
Data as of 01/21/2025, Common starting date is 02/16/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFXYX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS Y) |
-6.07%
Oct 2020 – Oct 2023 |
-1.39%
Oct 2017 – Oct 2022 |
0.16%
Oct 2012 – Oct 2022 |
1.70%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFXYX (PACE MORTGAGE-BACKED SECURITIES FIXED INCOME INVESTMENTS CLASS Y) |
8.44%
Oct 2008 – Oct 2011 |
6.92%
May 2006 – May 2011 |
5.59%
May 2001 – May 2011 |
4.65%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart