Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMGRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-1) | NA | 5.31% | -3.09% | -1.86% | -0.21% | 0.86% | NA | … | … |
Data as of 11/25/2024, Common starting date is 12/17/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMGRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-1) | 12/17/2008 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 5.31 | -3.09 | -1.86 | -0.21 | 0.86 | NA | … | … | 0.10 | 3.97 | -12.32 | -2.48 | 1.97 | 5.67 | 0.14 | 0.83 | 0.59 | 0.14 | 4.26 | -2.07 | 3.48 | 5.32 | 5.15 | 6.84 | -1.68 |
| Sharpe Ratio | NA | -0.11 | -0.90 | -0.70 | -0.38 | NA | NA | … | … | -1.07 | -0.03 | -1.70 | -1.46 | 0.77 | 1.93 | -0.43 | 0.09 | 0.17 | 0.04 | 1.90 | -0.74 | 2.12 | 1.96 | 1.62 | 2.19 | -11.95 |
| Standard Deviation(%) | NA | 6.62 | 7.71 | 6.10 | 4.65 | NA | NA | … | … | 6.39 | 8.71 | 8.09 | 1.71 | 2.24 | 2.20 | 2.70 | 2.39 | 2.19 | 2.63 | 2.23 | 2.86 | 1.63 | 2.69 | 3.13 | 3.09 | 3.16 |
| Draw Down(%) | NA | 4.86 | 18.33 | 20.24 | 20.24 | NA | NA | … | … | 4.69 | 10.17 | 16.58 | 2.97 | 2.80 | 0.85 | 2.67 | 1.58 | 3.73 | 1.62 | 1.00 | 4.33 | 0.71 | 1.53 | 3.07 | 1.30 | 1.68 |
| Yield(%) | 0.00 | 2.40 | 1.53 | 1.35 | 1.81 | 2.19 | 1.82 | … | … | 1.88 | 2.19 | 0.93 | 0.55 | 1.49 | 2.08 | 2.13 | 2.72 | 2.84 | 2.41 | 2.29 | 2.35 | 2.91 | 3.16 | 3.37 | 3.62 | 0.00 |
Data as of 11/25/2024, Common starting date is 12/17/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMGRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-1) |
-6.85%
Oct 2020 – Oct 2023 |
-2.27%
Oct 2017 – Oct 2022 |
-0.85%
Oct 2013 – Oct 2023 |
0.86%
Apr 2009 – Apr 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMGRX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-1) |
5.89%
Jan 2009 – Jan 2012 |
3.87%
Jan 2009 – Jan 2014 |
2.52%
Jun 2009 – Jun 2019 |
1.26%
Jan 2009 – Jan 2024 |
Annualized Rolling Returns Comparison Chart