Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMRAX (PIMCO MORTGAGE-BACKED SECURITIES FUND A) | NA | 8.93% | -1.38% | 0.22% | 1.54% | 2.48% | 3.22% | … | … |
Data as of 12/04/2024, Common starting date is 08/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMRAX (PIMCO MORTGAGE-BACKED SECURITIES FUND A) | 08/30/2000 | 12/04/2024 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.93 | -1.38 | 0.22 | 1.54 | 2.48 | 3.22 | … | … | 5.66 | 5.29 | -13.60 | 0.14 | 4.89 | 5.98 | 0.91 | 4.17 | 1.97 | 1.45 | 5.84 | -1.79 | 4.63 | 5.05 | 9.00 | 13.95 | -0.84 | 6.92 | 5.14 | 2.08 | 4.53 | 3.80 | 4.90 | 5.50 | 4.18 |
| Sharpe Ratio | NA | 0.41 | -0.73 | -0.37 | -0.01 | NA | NA | … | … | -0.14 | 0.13 | -1.78 | 0.06 | 1.44 | 2.30 | -0.16 | 1.41 | 0.82 | 0.58 | 2.42 | -0.53 | 2.68 | 1.71 | 2.94 | 3.25 | -0.23 | 1.04 | 0.55 | -0.04 | 1.13 | 0.96 | 1.10 | 0.62 | 2.01 |
| Standard Deviation(%) | NA | 5.64 | 7.44 | 6.00 | 4.56 | NA | NA | … | … | 5.50 | 8.14 | 8.45 | 1.94 | 3.21 | 1.99 | 2.51 | 2.52 | 2.17 | 2.47 | 2.41 | 3.43 | 1.72 | 2.94 | 3.04 | 4.26 | 7.74 | 3.80 | 3.40 | 2.62 | 3.18 | 3.24 | 3.46 | 5.22 | 4.39 |
| Draw Down(%) | NA | 3.86 | 18.14 | 18.49 | 18.49 | NA | NA | … | … | 3.86 | 8.73 | 17.89 | 1.14 | 4.95 | 0.77 | 2.15 | 1.25 | 3.20 | 1.45 | 0.87 | 4.67 | 0.64 | 1.52 | 2.39 | 1.62 | 7.34 | 2.70 | 2.08 | 2.45 | 3.29 | 2.96 | 2.47 | 5.86 | 2.02 |
| Yield(%) | 0.00 | 4.44 | 3.96 | 3.32 | 3.02 | 3.59 | 3.98 | … | … | 3.96 | 5.29 | 3.71 | 2.08 | 2.57 | 3.39 | 3.06 | 2.68 | 2.74 | 2.01 | 2.54 | 2.36 | 4.31 | 5.63 | 6.79 | 9.90 | 5.94 | 5.22 | 4.33 | 3.36 | 4.75 | 3.38 | 1.29 | 4.87 | 2.46 |
Data as of 12/04/2024, Common starting date is 08/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRAX (PIMCO MORTGAGE-BACKED SECURITIES FUND A) |
-5.65%
Oct 2020 – Oct 2023 |
-1.17%
Oct 2017 – Oct 2022 |
0.54%
Oct 2012 – Oct 2022 |
2.43%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRAX (PIMCO MORTGAGE-BACKED SECURITIES FUND A) |
9.62%
Nov 2008 – Nov 2011 |
7.37%
May 2006 – May 2011 |
5.66%
Oct 2000 – Oct 2010 |
4.79%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison Chart