Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMRDX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-4) | NA | 5.80% | -2.17% | -1.09% | 0.41% | 1.46% | NA | 1.84% |
Data as of 11/25/2024, AR inception is 12/17/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMRDX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-4) | 12/17/2008 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 5.80 | -2.17 | -1.09 | 0.41 | 1.46 | NA | 1.84 | 0.61 | 4.60 | -11.16 | -1.60 | 2.48 | 6.18 | 0.63 | 1.31 | 1.05 | 0.64 | 4.79 | -1.59 | 4.00 | 5.85 | 5.75 | 7.24 | -1.68 |
| Sharpe Ratio | NA | -0.02 | -0.77 | -0.57 | -0.24 | NA | NA | 0.18 | -0.98 | 0.04 | -1.53 | -0.95 | 0.96 | 2.19 | -0.25 | 0.30 | 0.38 | 0.23 | 2.04 | -0.55 | 2.34 | 2.15 | 1.77 | 2.24 | -11.95 |
| Standard Deviation(%) | NA | 6.63 | 7.79 | 6.16 | 4.69 | NA | NA | 4.08 | 6.42 | 8.78 | 8.22 | 1.70 | 2.33 | 2.18 | 2.74 | 2.32 | 2.25 | 2.66 | 2.34 | 2.92 | 1.71 | 2.71 | 3.19 | 3.19 | 3.16 |
| Draw Down(%) | NA | 4.72 | 16.63 | 18.15 | 18.15 | NA | NA | 18.15 | 4.60 | 9.76 | 15.62 | 2.61 | 2.79 | 0.78 | 2.51 | 1.56 | 3.65 | 1.53 | 0.91 | 4.19 | 0.71 | 1.44 | 3.04 | 1.30 | 1.68 |
| Yield(%) | 0.00 | 2.87 | 1.97 | 1.80 | 2.26 | 2.66 | 2.20 | 2.94 | 2.26 | 2.68 | 1.39 | 1.04 | 2.00 | 2.58 | 2.61 | 3.19 | 3.30 | 2.90 | 2.81 | 2.83 | 3.42 | 3.67 | 3.86 | 4.09 | 0.00 |
Data as of 11/25/2024, AR inception is 12/17/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRDX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-4) |
-5.93%
Oct 2020 - Oct 2023 |
-1.55%
Oct 2017 - Oct 2022 |
-0.22%
Oct 2013 - Oct 2023 |
1.45%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRDX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND R-4) |
6.41%
Jan 2009 - Jan 2012 |
4.39%
Jan 2009 - Jan 2014 |
3.02%
Jun 2009 - Jun 2019 |
1.86%
Jan 2009 - Jan 2024 |
Annualized Rolling Returns Comparison Chart