Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PGSPX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS P) | NA | -1.98% | 1.07% | 1.32% | 1.12% | NA | NA | -0.01% |
Data as of 06/23/2017, AR inception is 06/27/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PGSPX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS P) | 06/27/2003 | 06/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.96 | -1.98 | 1.07 | 1.32 | 1.12 | NA | NA | -0.01 | -0.83 | 1.21 | 0.75 | 4.89 | -1.50 | 4.09 | 4.43 | -12.13 | -2.37 | -2.21 | 4.41 | 4.02 | 1.80 | 3.28 | -0.33 |
| Sharpe Ratio | NA | -0.73 | 0.34 | 0.47 | -0.15 | NA | NA | -0.16 | -0.57 | 0.45 | 0.27 | 2.05 | -0.52 | 2.32 | 1.65 | -0.14 | -1.96 | -0.52 | 0.40 | 0.30 | -0.14 | 0.88 | -0.31 |
| Standard Deviation(%) | NA | 3.19 | 2.68 | 2.65 | 5.60 | NA | NA | 5.34 | 3.88 | 2.21 | 2.65 | 2.37 | 2.93 | 1.76 | 2.66 | 22.08 | 3.05 | 6.04 | 3.52 | 2.46 | 2.63 | 2.65 | 4.16 |
| Draw Down(%) | NA | 3.45 | 3.45 | 4.16 | 13.32 | NA | NA | 13.32 | 2.43 | 3.45 | 1.53 | 0.91 | 4.16 | 0.71 | 1.62 | 13.00 | 3.51 | 7.82 | 2.52 | 1.51 | 2.22 | 2.96 | 3.78 |
| Yield(%) | 0.00 | 3.36 | 3.14 | 3.04 | 1.90 | 1.35 | 1.01 | 1.55 | 1.53 | 3.35 | 3.00 | 2.90 | 2.91 | 3.49 | 2.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/23/2017, AR inception is 06/27/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGSPX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS P) |
1.35%
Dec 2012 - Dec 2015 |
1.73%
Jan 2012 - Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PGSPX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS P) |
3.24%
Aug 2013 - Aug 2016 |
2.99%
Jun 2011 - Jun 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart