Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PMZDX (PIMCO MORTGAGE OPPORTUNITIES FUND CLASS D) | NA | 3.75% | 3.40% | 3.54% | NA | NA | NA | 5.40% |
Data as of 03/23/2018, AR inception is 10/23/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMZDX (PIMCO MORTGAGE OPPORTUNITIES FUND CLASS D) | 10/23/2012 | 03/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 3.75 | 3.40 | 3.54 | NA | NA | NA | 5.40 | -0.18 | 5.08 | 4.26 | 2.28 | 4.86 | 3.05 | 7.63 |
| Sharpe Ratio | NA | 1.86 | 1.79 | 1.73 | NA | NA | NA | 2.25 | -1.01 | 2.84 | 2.14 | 1.54 | 2.51 | 1.14 | 10.96 |
| Standard Deviation(%) | NA | 1.60 | 1.69 | 1.94 | NA | NA | NA | 2.12 | 1.83 | 1.57 | 1.89 | 1.46 | 1.93 | 2.65 | 4.64 |
| Draw Down(%) | NA | 0.76 | 1.25 | 3.06 | NA | NA | NA | 3.06 | 0.67 | 0.43 | 1.25 | 0.65 | 0.54 | 3.06 | 0.19 |
| Yield(%) | 0.00 | 3.27 | 3.78 | 3.68 | 2.08 | 1.39 | 1.04 | 4.16 | 0.45 | 3.28 | 4.56 | 3.62 | 3.53 | 3.74 | 0.32 |
Data as of 03/23/2018, AR inception is 10/23/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMZDX (PIMCO MORTGAGE OPPORTUNITIES FUND CLASS D) |
2.86%
Feb 2013 - Feb 2016 |
3.54%
Feb 2013 - Feb 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMZDX (PIMCO MORTGAGE OPPORTUNITIES FUND CLASS D) |
4.38%
Jul 2013 - Jul 2016 |
4.31%
Nov 2012 - Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart