Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PTTBX (PIMCO Total Return B) | NA | 4.90% | 3.08% | 3.89% | 5.10% | 5.65% | NA | 5.81% |
Data as of 03/25/2015, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTTBX (PIMCO Total Return B) | 06/20/1996 | 03/25/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 4.90 | 3.08 | 3.89 | 5.10 | 5.65 | NA | 5.81 | 2.10 | 3.51 | -3.03 | 9.14 | 2.80 | 7.57 | 12.52 | 3.60 | 7.80 | 2.77 | 1.66 | 3.88 | 4.29 | 9.08 | 8.24 | 10.76 | -1.47 | 8.44 | 7.19 | 4.93 |
| Sharpe Ratio | NA | 1.67 | 0.94 | 1.14 | 1.00 | NA | NA | 0.41 | 2.28 | 1.30 | -0.79 | 3.36 | 0.85 | 2.01 | 2.52 | 0.38 | 1.12 | -0.15 | -0.17 | 0.82 | 0.83 | 2.00 | 1.12 | 1.67 | -1.08 | 1.13 | -11.56 | 1.15 |
| Standard Deviation(%) | NA | 2.93 | 3.23 | 3.38 | 4.14 | NA | NA | 4.23 | 4.23 | 2.68 | 3.90 | 2.73 | 3.24 | 3.72 | 4.93 | 6.96 | 4.29 | 3.63 | 3.02 | 3.59 | 4.34 | 4.00 | 5.35 | 4.02 | 4.34 | 4.55 | 4.14 | 5.19 |
| Draw Down(%) | NA | 2.01 | 6.81 | 6.81 | 6.81 | NA | NA | 6.81 | 2.01 | 1.27 | 6.81 | 1.35 | 3.57 | 4.49 | 3.61 | 6.72 | 3.13 | 3.04 | 3.05 | 3.93 | 5.10 | 2.44 | 4.19 | 2.77 | 4.06 | 3.18 | 2.77 | 2.49 |
| Yield(%) | 0.00 | 3.70 | 3.60 | 4.08 | 4.73 | 5.24 | 4.96 | 5.51 | 0.04 | 3.78 | 1.89 | 5.66 | 2.59 | 7.05 | 5.72 | 8.42 | 4.58 | 3.82 | 3.23 | 4.25 | 3.88 | 6.88 | 7.30 | 5.46 | 4.60 | 8.76 | 7.46 | 0.00 |
Data as of 03/25/2015, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTTBX (PIMCO Total Return B) |
1.35%
Jun 2003 - Jun 2006 |
3.02%
Oct 2003 - Oct 2008 |
4.49%
Oct 1998 - Oct 2008 |
5.22%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTTBX (PIMCO Total Return B) |
10.44%
May 2000 - May 2003 |
8.05%
Jul 2007 - Jul 2012 |
6.72%
Oct 2000 - Oct 2010 |
6.23%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart