Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PQTDX (PIMCO TRENDS Managed Futures Strategy Cl) | NA | 2.17% | -3.07% | NA | NA | NA | NA | … | … |
Data as of 03/23/2018, Common starting date is 01/07/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PQTDX (PIMCO TRENDS Managed Futures Strategy Cl) | 01/07/2014 | 03/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.17 | -3.07 | NA | NA | NA | NA | … | … | -1.98 | 1.59 | 3.17 | -9.57 | 20.18 |
| Sharpe Ratio | NA | 0.19 | -0.36 | NA | NA | NA | NA | … | … | -0.88 | 0.15 | 0.26 | -0.89 | 3.39 |
| Standard Deviation(%) | NA | 7.51 | 9.54 | NA | NA | NA | NA | … | … | 10.87 | 6.28 | 11.41 | 10.83 | 6.04 |
| Draw Down(%) | NA | 8.05 | 14.54 | NA | NA | NA | NA | … | … | 8.05 | 4.33 | 12.85 | 14.41 | 2.35 |
| Yield(%) | 0.00 | 0.00 | 2.14 | 3.66 | 1.83 | 1.22 | 0.91 | … | … | 0.00 | 0.00 | 0.00 | 6.49 | 11.14 |
Data as of 03/23/2018, 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 |
|---|---|---|---|---|
| PQTDX (PIMCO TRENDS Managed Futures Strategy Cl) |
-3.47%
Feb 2015 – Feb 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PQTDX (PIMCO TRENDS Managed Futures Strategy Cl) |
2.98%
Feb 2014 – Feb 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart