Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) | NA | 12.49% | -1.05% | 0.75% | 2.12% | 2.20% | 2.85% | … | … |
Data as of 09/23/2024, Common starting date is 01/24/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) | 01/24/2000 | 09/23/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.56 | 12.49 | -1.05 | 0.75 | 2.12 | 2.20 | 2.85 | … | … | 5.87 | 5.72 | -13.23 | 0.55 | 5.30 | 6.45 | 1.35 | 4.38 | 2.60 | 1.87 | 6.29 | -1.84 | 3.90 | 2.37 | 5.15 | 9.99 | -1.24 | 6.71 | 5.55 | 2.48 | 2.76 | 3.02 | 6.71 | 6.26 | 13.45 |
| Sharpe Ratio | NA | 1.03 | -0.49 | -0.15 | 0.20 | NA | NA | … | … | 0.70 | 0.25 | -1.74 | 0.27 | 1.55 | 2.43 | -0.01 | 1.51 | 1.07 | 0.73 | 2.57 | -0.53 | 1.80 | 0.56 | 1.01 | 1.64 | -0.28 | 0.91 | 0.62 | 0.08 | 0.47 | 0.68 | 1.57 | 0.75 | 2.19 |
| Standard Deviation(%) | NA | 7.43 | 7.49 | 6.04 | 4.59 | NA | NA | … | … | 6.24 | 8.17 | 8.46 | 1.98 | 3.24 | 2.05 | 2.57 | 2.48 | 2.23 | 2.52 | 2.44 | 3.51 | 2.15 | 4.15 | 5.02 | 6.04 | 7.75 | 3.93 | 3.48 | 2.66 | 3.82 | 3.40 | 3.55 | 5.15 | 4.63 |
| Draw Down(%) | NA | 4.89 | 17.95 | 18.11 | 18.11 | NA | NA | … | … | 3.80 | 8.49 | 17.62 | 1.12 | 4.95 | 0.77 | 2.06 | 1.24 | 3.17 | 1.41 | 0.87 | 4.55 | 1.38 | 3.55 | 5.91 | 5.44 | 7.27 | 2.66 | 1.96 | 2.38 | 3.22 | 2.92 | 2.47 | 5.51 | 2.82 |
| Yield(%) | 0.00 | 6.06 | 4.40 | 3.82 | 3.50 | 3.25 | 3.60 | … | … | 4.15 | 5.69 | 4.09 | 2.49 | 2.95 | 3.82 | 3.48 | 3.08 | 3.16 | 2.42 | 2.98 | 2.32 | 3.59 | 3.03 | 3.06 | 6.09 | 5.56 | 5.00 | 4.70 | 3.74 | 3.02 | 2.61 | 3.08 | 5.58 | 8.12 |
Data as of 09/23/2024, Common starting date is 01/24/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) |
-5.26%
Oct 2020 – Oct 2023 |
-0.75%
Oct 2017 – Oct 2022 |
0.80%
Oct 2012 – Oct 2022 |
1.99%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) |
8.42%
May 2000 – May 2003 |
6.30%
Oct 2005 – Oct 2010 |
5.79%
May 2000 – May 2010 |
4.61%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart