Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PTMDX (PIMCO MORTGAGE-BACKED SECURITIES FUND D) | NA | 1.73% | 1.79% | 2.03% | 3.96% | 4.18% | NA | 5.22% |
Data as of 03/23/2018, AR inception is 04/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTMDX (PIMCO MORTGAGE-BACKED SECURITIES FUND D) | 04/29/1998 | 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.73 | 1.79 | 2.03 | 3.96 | 4.18 | NA | 5.22 | -1.43 | 4.17 | 1.97 | 1.45 | 5.84 | -1.79 | 4.63 | 5.05 | 8.72 | 13.95 | -0.84 | 6.92 | 5.14 | 2.08 | 4.53 | 3.80 | 8.90 | 9.56 | 11.81 | 1.92 | 4.25 |
| Sharpe Ratio | NA | 0.40 | 0.59 | 0.67 | 1.06 | NA | NA | 1.07 | -2.59 | 1.42 | 0.81 | 0.58 | 2.42 | -0.53 | 2.68 | 1.71 | 2.87 | 3.25 | -0.23 | 1.03 | 0.54 | -0.04 | 1.13 | 0.96 | 3.18 | 1.93 | 2.11 | -0.38 | 0.97 |
| Standard Deviation(%) | NA | 2.35 | 2.43 | 2.68 | 3.49 | NA | NA | 3.49 | 2.79 | 2.50 | 2.17 | 2.47 | 2.41 | 3.43 | 1.72 | 2.94 | 3.01 | 4.26 | 7.74 | 3.80 | 3.40 | 2.62 | 3.18 | 3.24 | 2.45 | 3.82 | 3.69 | 3.45 | 3.22 |
| Draw Down(%) | NA | 2.17 | 3.20 | 4.67 | 7.34 | NA | NA | 7.34 | 2.10 | 1.25 | 3.20 | 1.45 | 0.87 | 4.67 | 0.64 | 1.52 | 2.39 | 1.62 | 7.34 | 2.70 | 2.08 | 2.45 | 3.29 | 2.96 | 1.43 | 2.21 | 2.85 | 2.28 | 2.11 |
| Yield(%) | 0.00 | 2.70 | 2.50 | 2.45 | 4.27 | 4.30 | 4.94 | 5.20 | 0.38 | 2.68 | 2.74 | 2.01 | 2.54 | 2.36 | 4.31 | 5.63 | 6.52 | 9.90 | 5.94 | 5.22 | 4.33 | 3.36 | 4.75 | 3.38 | 5.22 | 8.73 | 7.70 | 5.28 | 3.92 |
Data as of 03/23/2018, AR inception is 04/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTMDX (PIMCO MORTGAGE-BACKED SECURITIES FUND D) |
1.78%
Dec 2012 - Dec 2015 |
1.98%
Feb 2013 - Feb 2018 |
3.89%
Feb 2008 - Feb 2018 |
4.14%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTMDX (PIMCO MORTGAGE-BACKED SECURITIES FUND D) |
10.42%
Jan 2000 - Jan 2003 |
7.95%
Jan 2000 - Jan 2005 |
6.91%
May 2000 - May 2010 |
5.90%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart