Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| POCRX (PACIFIC FUNDS PORTFOLIO OPTIMIZATION MODERATE CLASS R) | NA | 1.11% | 6.90% | 4.69% | 8.33% | NA | NA | … | … |
Data as of 04/11/2019, Common starting date is 10/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| POCRX (PACIFIC FUNDS PORTFOLIO OPTIMIZATION MODERATE CLASS R) | 10/06/2005 | 04/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.11 | 6.90 | 4.69 | 8.33 | NA | NA | … | … | 8.81 | -7.59 | 13.18 | 7.01 | -1.20 | 3.45 | 12.44 | 12.74 | -0.43 | 11.91 | 26.93 | -27.01 | 7.05 | 11.00 | 4.09 |
| Sharpe Ratio | NA | -0.05 | 0.82 | 0.52 | 0.86 | NA | NA | … | … | 4.86 | -0.98 | 3.00 | 0.73 | -0.13 | 0.52 | 1.84 | 1.63 | -0.03 | 1.08 | 1.54 | -1.16 | 0.41 | 1.09 | 2.64 |
| Standard Deviation(%) | NA | 8.22 | 7.35 | 8.01 | 9.46 | NA | NA | … | … | 6.97 | 9.14 | 4.21 | 9.29 | 9.56 | 6.62 | 6.75 | 7.83 | 14.43 | 10.92 | 17.46 | 23.95 | 9.94 | 7.11 | 6.08 |
| Draw Down(%) | NA | 12.88 | 14.33 | 14.33 | 14.33 | NA | NA | … | … | 1.43 | 14.33 | 1.47 | 8.67 | 9.18 | 5.28 | 5.79 | 6.50 | 13.89 | 8.54 | 17.91 | 37.06 | 6.05 | 7.25 | 1.38 |
| Yield(%) | 0.00 | 17.02 | 9.43 | 7.20 | 6.94 | 4.66 | 3.50 | … | … | 0.00 | 16.85 | 4.00 | 5.38 | 6.01 | 3.42 | 1.22 | 1.60 | 1.22 | 1.86 | 2.34 | 3.81 | 5.16 | 4.83 | 1.52 |
Data as of 04/11/2019, Common starting date is 10/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| POCRX (PACIFIC FUNDS PORTFOLIO OPTIMIZATION MODERATE CLASS R) |
-9.07%
Feb 2006 – Feb 2009 |
1.45%
May 2007 – May 2012 |
3.99%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| POCRX (PACIFIC FUNDS PORTFOLIO OPTIMIZATION MODERATE CLASS R) |
19.43%
Feb 2009 – Feb 2012 |
15.25%
Feb 2009 – Feb 2014 |
9.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart