Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMTAX (PIMCO MORTGAGE-BACKED SECURITIES FUND ADMINISTRATIVE) | NA | 0.33% | 1.48% | 2.15% | 4.28% | 3.93% | NA | 4.09% |
Data as of 02/01/2019, AR inception is 12/28/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMTAX (PIMCO MORTGAGE-BACKED SECURITIES FUND ADMINISTRATIVE) | 12/28/2001 | 02/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.33 | 1.48 | 2.15 | 4.28 | 3.93 | NA | 4.09 | 0.00 | -1.00 | 4.32 | 2.15 | 1.60 | 5.97 | -1.65 | 4.80 | 5.19 | 10.72 | 14.11 | -0.65 | 7.08 | 5.28 | 1.48 | 1.42 | 2.79 | 6.52 | 0.68 |
| Sharpe Ratio | NA | -0.48 | 0.31 | 0.74 | 1.43 | NA | NA | 0.91 | 0.00 | -1.01 | 1.50 | 0.89 | 0.63 | 2.46 | -0.49 | 2.76 | 1.75 | 3.04 | 3.28 | -0.20 | 1.07 | 0.58 | -0.27 | 0.13 | 0.64 | 1.53 | NA |
| Standard Deviation(%) | NA | 2.21 | 2.31 | 2.32 | 2.83 | NA | NA | 3.54 | NA | 2.32 | 2.46 | 2.18 | 2.49 | 2.42 | 3.44 | 1.74 | 2.95 | 3.50 | 4.27 | 7.75 | 3.82 | 3.42 | 2.59 | 3.76 | 3.30 | 3.54 | 0.00 |
| Draw Down(%) | NA | 1.33 | 3.19 | 3.19 | 4.62 | NA | NA | 7.31 | 0.00 | 2.09 | 1.24 | 3.19 | 1.44 | 0.87 | 4.62 | 0.64 | 1.50 | 2.38 | 1.62 | 7.31 | 2.69 | 2.03 | 2.43 | 3.26 | 2.94 | 2.47 | 0.00 |
| Yield(%) | 0.00 | 2.16 | 2.61 | 2.55 | 4.41 | 4.18 | 3.58 | 4.21 | 0.00 | 2.34 | 2.83 | 2.92 | 2.16 | 2.67 | 2.50 | 4.48 | 5.77 | 8.42 | 10.04 | 6.12 | 5.37 | 4.47 | 2.77 | 1.70 | 2.40 | 2.91 | 0.19 |
Data as of 02/01/2019, AR inception is 12/28/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMTAX (PIMCO MORTGAGE-BACKED SECURITIES FUND ADMINISTRATIVE) |
1.04%
Oct 2002 - Oct 2005 |
2.03%
Apr 2013 - Apr 2018 |
4.21%
Apr 2008 - Apr 2018 |
3.93%
Jan 2004 - Jan 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMTAX (PIMCO MORTGAGE-BACKED SECURITIES FUND ADMINISTRATIVE) |
10.29%
Nov 2008 - Nov 2011 |
7.84%
May 2006 - May 2011 |
5.46%
Jun 2006 - Jun 2016 |
4.40%
Mar 2002 - Mar 2017 |
Annualized Rolling Returns Comparison Chart