Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/05/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) | NA | 9.24% | -0.86% | 0.70% | 2.02% | 2.89% | 3.64% | 4.68% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) | 08/28/1997 | 12/05/2024 |
The return data shown below all have the same latest date: 12/05/2024.
AR inception is since 08/28/1997.
AR inception is since 08/28/1997.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.24 | -0.86 | 0.70 | 2.02 | 2.89 | 3.64 | 4.68 | 6.42 | 5.72 | -13.23 | 0.55 | 5.30 | 6.41 | 1.33 | 4.58 | 2.40 | 1.87 | 6.28 | -1.41 | 5.06 | 5.45 | 9.10 | 14.40 | -0.42 | 7.35 | 5.54 | 2.47 | 4.92 | 4.20 | 9.38 | 9.98 | 12.27 | 2.34 | 6.24 | 5.07 |
| Sharpe Ratio | NA | 0.46 | -0.65 | -0.29 | 0.10 | NA | NA | 0.77 | 0.01 | 0.18 | -1.73 | 0.27 | 1.56 | 2.45 | 0.01 | 1.56 | 1.00 | 0.73 | 2.56 | -0.42 | 2.85 | 1.82 | 2.96 | 3.32 | -0.17 | 1.14 | 0.66 | 0.11 | 1.24 | 1.07 | 3.33 | 2.01 | 2.18 | -0.25 | 0.90 | 3.77 |
| Standard Deviation(%) | NA | 5.66 | 7.46 | 6.03 | 4.58 | NA | NA | 4.04 | 5.53 | 8.17 | 8.46 | 1.98 | 3.24 | 2.04 | 2.56 | 2.55 | 2.20 | 2.52 | 2.45 | 3.45 | 1.77 | 2.97 | 3.05 | 4.31 | 7.76 | 3.84 | 3.46 | 2.66 | 3.22 | 3.27 | 2.49 | 3.87 | 3.75 | 3.51 | 3.24 | 3.22 |
| Draw Down(%) | NA | 3.80 | 17.84 | 18.11 | 18.11 | NA | NA | 18.11 | 3.80 | 8.49 | 17.62 | 1.12 | 4.95 | 0.77 | 2.07 | 1.24 | 3.17 | 1.41 | 0.87 | 4.55 | 0.64 | 1.48 | 2.37 | 1.62 | 7.27 | 2.66 | 1.97 | 2.39 | 3.22 | 2.92 | 1.43 | 2.18 | 2.82 | 2.19 | 2.04 | 0.69 |
| Yield(%) | 0.00 | 5.19 | 4.40 | 3.75 | 3.45 | 3.96 | 4.35 | 5.19 | 4.68 | 5.69 | 4.09 | 2.49 | 2.95 | 3.79 | 3.46 | 3.08 | 3.16 | 2.42 | 2.98 | 2.74 | 4.72 | 6.01 | 6.88 | 10.31 | 6.35 | 5.62 | 4.72 | 3.74 | 5.14 | 3.76 | 5.68 | 9.12 | 8.11 | 5.69 | 5.81 | 2.61 |
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 |
-0.76%
Oct 2017 - Oct 2022 |
0.95%
Oct 2012 - Oct 2022 |
2.84%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTRIX (PIMCO MORTGAGE-BACKED SECURITIES FUND INSTITUTIONAL) |
10.87%
Jan 2000 - Jan 2003 |
8.38%
Jan 2000 - Jan 2005 |
7.33%
May 2000 - May 2010 |
6.68%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison Chart