Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PQTCX (PIMCO TRENDS Managed Futures Strategy Cl) | NA | 4.71% | 1.69% | -1.08% | NA | NA | NA | … | … |
Data as of 02/07/2020, Common starting date is 01/07/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PQTCX (PIMCO TRENDS Managed Futures Strategy Cl) | 01/07/2014 | 02/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.96 | 4.71 | 1.69 | -1.08 | NA | NA | NA | … | … | -0.63 | -1.48 | 4.86 | 1.08 | 2.20 | -10.37 | 19.42 |
| Sharpe Ratio | NA | 0.01 | 0.08 | -0.20 | NA | NA | NA | … | … | -1.22 | -0.36 | 0.35 | 0.07 | 0.17 | -0.96 | 3.22 |
| Standard Deviation(%) | NA | 7.32 | 8.20 | 9.33 | NA | NA | NA | … | … | 5.68 | 8.09 | 9.96 | 6.34 | 11.47 | 10.86 | 6.13 |
| Draw Down(%) | NA | 8.69 | 8.69 | 16.16 | NA | NA | NA | … | … | 2.19 | 8.69 | 8.43 | 4.70 | 13.10 | 14.94 | 2.27 |
| Yield(%) | 0.00 | 1.65 | 0.55 | 1.46 | 1.87 | 1.25 | 0.94 | … | … | 0.00 | 1.58 | 0.00 | 0.00 | 0.00 | 5.86 | 10.80 |
Data as of 02/07/2020, Common starting date is 01/07/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PQTCX (PIMCO TRENDS Managed Futures Strategy Cl) |
-4.18%
Feb 2015 – Feb 2018 |
-1.88%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PQTCX (PIMCO TRENDS Managed Futures Strategy Cl) |
2.20%
Feb 2014 – Feb 2017 |
1.99%
Mar 2014 – Mar 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart