Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMRCX (PIMCO MORTGAGE-BACKED SECURITIES FUND C) | NA | 8.51% | -1.98% | -0.45% | 0.82% | 1.73% | 2.46% | … | … |
Data as of 12/04/2024, Common starting date is 08/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMRCX (PIMCO MORTGAGE-BACKED SECURITIES FUND C) | 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 | 8.51 | -1.98 | -0.45 | 0.82 | 1.73 | 2.46 | … | … | 5.32 | 4.49 | -14.19 | -0.61 | 4.09 | 5.21 | 0.15 | 3.39 | 1.22 | 0.70 | 5.04 | -2.53 | 3.87 | 4.25 | 7.98 | 13.08 | -1.56 | 6.12 | 4.34 | 1.29 | 3.76 | 3.01 | 4.52 | 4.67 | 3.87 |
| Sharpe Ratio | NA | 0.33 | -0.81 | -0.48 | -0.17 | NA | NA | … | … | -0.21 | 0.03 | -1.85 | -0.34 | 1.22 | 2.01 | -0.48 | 1.14 | 0.48 | 0.28 | 2.14 | -0.75 | 2.33 | 1.47 | 2.67 | 3.12 | -0.32 | 0.84 | 0.33 | -0.35 | 0.91 | 0.72 | 0.99 | 0.46 | 1.82 |
| Standard Deviation(%) | NA | 5.61 | 7.42 | 5.97 | 4.52 | NA | NA | … | … | 5.47 | 8.11 | 8.43 | 1.86 | 3.16 | 1.89 | 2.44 | 2.43 | 2.12 | 2.41 | 2.35 | 3.40 | 1.65 | 2.87 | 2.96 | 4.17 | 7.70 | 3.74 | 3.31 | 2.55 | 3.11 | 3.21 | 3.45 | 5.15 | 4.30 |
| Draw Down(%) | NA | 3.98 | 19.02 | 19.66 | 19.66 | NA | NA | … | … | 3.98 | 9.20 | 18.29 | 1.42 | 4.95 | 0.77 | 2.39 | 1.31 | 3.26 | 1.53 | 0.87 | 4.92 | 0.74 | 1.63 | 2.45 | 1.62 | 7.52 | 2.76 | 2.26 | 2.58 | 3.41 | 3.01 | 2.47 | 5.93 | 2.02 |
| Yield(%) | 0.00 | 4.05 | 3.45 | 2.71 | 2.34 | 2.89 | 3.27 | … | … | 3.65 | 4.55 | 3.10 | 1.33 | 1.79 | 2.64 | 2.31 | 1.92 | 1.99 | 1.26 | 1.77 | 1.63 | 3.57 | 4.86 | 5.80 | 9.10 | 5.23 | 4.46 | 3.58 | 2.59 | 4.01 | 2.61 | 0.92 | 4.07 | 2.16 |
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 |
|---|---|---|---|---|
| PMRCX (PIMCO MORTGAGE-BACKED SECURITIES FUND C) |
-6.34%
Oct 2020 – Oct 2023 |
-1.89%
Oct 2017 – Oct 2022 |
-0.20%
Oct 2012 – Oct 2022 |
1.68%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRCX (PIMCO MORTGAGE-BACKED SECURITIES FUND C) |
8.72%
Nov 2008 – Nov 2011 |
6.53%
May 2006 – May 2011 |
4.88%
Oct 2000 – Oct 2010 |
4.01%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison Chart