Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PYGWX (PAYDEN GNMA FUND PAYDEN GNMA FUND (ADVISER CLASS)) | NA | -1.10% | 1.14% | 1.01% | NA | NA | NA | … | … |
Data as of 10/17/2017, Common starting date is 11/13/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PYGWX (PAYDEN GNMA FUND PAYDEN GNMA FUND (ADVISER CLASS)) | 11/13/2009 | 10/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | -1.10 | 1.14 | 1.01 | NA | NA | NA | … | … | 0.53 | 1.08 | 0.95 | 5.69 | -3.56 | 3.44 | 7.79 | 4.77 | -1.16 |
| Sharpe Ratio | NA | -0.62 | 0.37 | 0.29 | NA | NA | NA | … | … | 0.04 | 0.39 | 0.33 | 2.07 | -0.84 | 1.60 | 2.40 | 1.55 | -4.13 |
| Standard Deviation(%) | NA | 2.60 | 2.45 | 2.97 | NA | NA | NA | … | … | 2.37 | 2.22 | 2.80 | 2.73 | 4.30 | 2.14 | 3.24 | 3.01 | 2.14 |
| Draw Down(%) | NA | 3.00 | 3.20 | 5.79 | NA | NA | NA | … | … | 1.65 | 3.16 | 1.77 | 1.11 | 5.79 | 1.10 | 1.74 | 2.89 | 1.64 |
| Yield(%) | 0.00 | 2.73 | 2.85 | 3.39 | 2.75 | 1.83 | 1.37 | … | … | 2.15 | 2.33 | 3.25 | 3.96 | 3.43 | 5.35 | 3.96 | 3.38 | 0.00 |
Data as of 10/17/2017, Common starting date is 11/13/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYGWX (PAYDEN GNMA FUND PAYDEN GNMA FUND (ADVISER CLASS)) |
0.90%
Aug 2012 – Aug 2015 |
0.81%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYGWX (PAYDEN GNMA FUND PAYDEN GNMA FUND (ADVISER CLASS)) |
5.32%
Dec 2009 – Dec 2012 |
3.58%
Mar 2010 – Mar 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart