Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMRIX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) | 1.02% | 4.48% | 0.87% | -1.47% | 0.38% | 1.48% | 2.34% | 3.24% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMRIX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) | 03/30/1998 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 03/30/1998.
AR inception is since 03/30/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.89 | 4.48 | 0.87 | -1.47 | 0.38 | 1.48 | 2.34 | 3.24 | 1.02 | 0.37 | 4.87 | -11.86 | -1.63 | 2.76 | 6.46 | 0.90 | 0.56 | 1.64 | 0.91 | 5.09 | -1.39 | 4.39 | 6.15 | 5.89 | 8.07 | 4.04 | 4.61 | 4.69 | 2.30 | 3.96 | 2.22 | 8.90 | 7.47 | 10.71 | 0.31 | 6.43 |
| Sharpe Ratio | NA | -0.17 | -0.44 | -0.63 | -0.27 | NA | NA | 0.43 | 0.13 | -0.96 | 0.07 | -1.63 | -0.96 | 1.12 | 2.23 | -0.15 | -0.03 | 0.62 | 0.33 | 2.16 | -0.49 | 2.51 | 2.19 | 1.81 | 2.40 | 0.50 | 0.49 | 0.47 | 0.05 | 0.88 | 0.45 | 2.45 | 1.23 | 1.76 | -0.79 | 1.53 |
| Standard Deviation(%) | NA | 6.08 | 7.92 | 6.37 | 4.85 | NA | NA | 4.01 | 6.36 | 6.46 | 8.78 | 8.17 | 1.72 | 2.25 | 2.27 | 2.75 | 2.35 | 2.32 | 2.64 | 2.35 | 2.88 | 1.74 | 2.80 | 3.20 | 3.32 | 6.15 | 3.28 | 3.05 | 2.52 | 3.44 | 3.38 | 3.18 | 4.27 | 3.76 | 3.71 | 3.44 |
| Draw Down(%) | NA | 5.96 | 12.16 | 18.62 | 18.62 | NA | NA | 18.62 | 2.97 | 4.95 | 9.62 | 16.32 | 2.40 | 2.71 | 0.85 | 2.42 | 1.42 | 3.44 | 1.44 | 0.91 | 4.09 | 0.71 | 1.53 | 3.02 | 1.30 | 3.07 | 2.62 | 1.63 | 1.83 | 3.05 | 2.62 | 1.91 | 3.10 | 2.34 | 3.34 | 1.70 |
| Yield(%) | 0.00 | 2.17 | 2.26 | 1.82 | 2.42 | 2.82 | 3.25 | 3.89 | 0.00 | 2.81 | 2.94 | 1.65 | 1.31 | 2.26 | 2.85 | 2.87 | 3.45 | 3.89 | 3.17 | 3.10 | 3.12 | 3.70 | 3.96 | 4.09 | 4.78 | 4.95 | 3.36 | 4.92 | 4.65 | 4.61 | 4.85 | 5.75 | 6.07 | 6.57 | 5.77 | 4.84 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRIX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) |
-6.11%
Oct 2020 - Oct 2023 |
-1.56%
Oct 2017 - Oct 2022 |
-0.15%
Oct 2013 - Oct 2023 |
1.48%
Jan 2010 - Jan 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMRIX (GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) |
9.28%
Jan 2000 - Jan 2003 |
6.82%
Jan 2000 - Jan 2005 |
5.90%
Jan 2000 - Jan 2010 |
5.30%
Apr 1998 - Apr 2013 |
Annualized Rolling Returns Comparison Chart