Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PILVX (PIMCO RAE LOW VOLATILITY PLUS FUND INSTITUTIONAL CLASS) | NA | 16.84% | 11.43% | 9.83% | NA | NA | NA | … | … |
Data as of 02/07/2020, Common starting date is 01/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PILVX (PIMCO RAE LOW VOLATILITY PLUS FUND INSTITUTIONAL CLASS) | 01/02/2014 | 02/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.11 | 16.84 | 11.43 | 9.83 | NA | NA | NA | … | … | 0.91 | 18.60 | -5.21 | 18.16 | 16.65 | -1.99 | 16.48 |
| Sharpe Ratio | NA | 0.90 | 0.77 | 0.67 | NA | NA | NA | … | … | 0.91 | 1.37 | -0.47 | 3.08 | 1.45 | -0.13 | 1.68 |
| Standard Deviation(%) | NA | 12.26 | 11.43 | 12.08 | NA | NA | NA | … | … | 8.93 | 12.54 | 14.02 | 5.72 | 11.29 | 15.33 | 9.84 |
| Draw Down(%) | NA | 7.73 | 15.63 | 15.63 | NA | NA | NA | … | … | 2.94 | 7.73 | 15.63 | 2.49 | 8.02 | 12.84 | 5.76 |
| Yield(%) | 0.00 | 3.64 | 17.09 | 12.17 | 7.34 | 4.89 | 3.67 | … | … | 0.00 | 3.88 | 30.63 | 18.59 | 1.96 | 1.87 | 6.78 |
Data as of 02/07/2020, Common starting date is 01/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PILVX (PIMCO RAE LOW VOLATILITY PLUS FUND INSTITUTIONAL CLASS) |
8.63%
Aug 2014 – Aug 2017 |
8.44%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PILVX (PIMCO RAE LOW VOLATILITY PLUS FUND INSTITUTIONAL CLASS) |
16.21%
Sep 2015 – Sep 2018 |
10.01%
Feb 2014 – Feb 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart