Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PGMDX (PIMCO GLOBAL MULTI-ASSET FUND D) | NA | 8.75% | 3.37% | 2.70% | NA | NA | NA | 5.28% |
Data as of 03/23/2018, AR inception is 11/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGMDX (PIMCO GLOBAL MULTI-ASSET FUND D) | 11/05/2008 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.43 | 8.75 | 3.37 | 2.70 | NA | NA | NA | 5.28 | -1.66 | 14.35 | 3.55 | -0.82 | 6.98 | -8.89 | 8.91 | -1.71 | 11.71 | 19.27 | -1.62 |
| Sharpe Ratio | NA | 1.40 | 0.35 | 0.30 | NA | NA | NA | 0.50 | -0.94 | 3.65 | 0.36 | -0.09 | 1.05 | -1.18 | 1.10 | -0.15 | 1.11 | 1.62 | -0.37 |
| Standard Deviation(%) | NA | 5.23 | 8.02 | 7.81 | NA | NA | NA | 9.63 | 8.76 | 3.78 | 9.34 | 9.49 | 6.63 | 7.58 | 8.09 | 11.29 | 10.50 | 11.82 | 28.18 |
| Draw Down(%) | NA | 6.20 | 17.22 | 17.22 | NA | NA | NA | 17.22 | 6.20 | 1.11 | 10.25 | 11.90 | 7.04 | 14.41 | 6.80 | 10.54 | 7.62 | 13.90 | 11.13 |
| Yield(%) | 0.00 | 1.62 | 0.96 | 0.77 | 2.86 | 1.90 | 1.43 | 3.17 | 0.58 | 1.46 | 0.89 | 0.00 | 0.30 | 0.92 | 1.77 | 5.93 | 5.79 | 6.01 | 3.12 |
Data as of 03/23/2018, AR inception is 11/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGMDX (PIMCO GLOBAL MULTI-ASSET FUND D) |
-3.47%
Feb 2013 - Feb 2016 |
-1.22%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGMDX (PIMCO GLOBAL MULTI-ASSET FUND D) |
14.63%
Feb 2009 - Feb 2012 |
7.19%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart