Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIMCO No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate | NA | 6.03% | 7.45% | 7.96% | 7.06% | NA | NA | 6.17% |
Data as of 04/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIMCO No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 07/13/2015 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.92 | 6.03 | 7.45 | 7.96 | 7.06 | NA | NA | 6.17 | 1.67 | 4.93 | 4.20 | 17.64 | 1.14 | 17.01 | 33.98 | -24.36 | 4.03 | 8.22 | 10.37 | 10.04 | 18.10 | -7.74 | -2.72 |
| Sharpe Ratio | NA | 0.12 | 0.89 | 0.94 | 0.47 | NA | NA | 0.42 | 0.26 | 0.60 | 0.57 | 3.16 | 0.09 | 1.82 | 1.75 | -1.16 | 0.11 | 0.78 | 1.32 | 1.39 | 1.84 | -0.61 | -0.40 |
| Standard Deviation(%) | NA | 8.49 | 7.16 | 8.42 | 11.85 | NA | NA | 11.50 | 6.50 | 8.13 | 7.32 | 5.56 | 12.20 | 9.31 | 19.36 | 21.86 | 8.84 | 6.33 | 6.20 | 6.53 | 9.47 | 14.46 | 12.61 |
| Draw Down(%) | NA | 6.09 | 10.25 | 12.42 | 40.80 | NA | NA | 40.80 | 4.25 | 6.09 | 10.25 | 3.50 | 12.42 | 5.94 | 21.10 | 38.80 | 6.01 | 4.71 | 3.81 | 5.07 | 6.96 | 17.59 | 15.83 |
| Yield(%) | NA | 12.88 | 8.33 | 8.94 | 9.62 | NA | NA | 8.31 | 1.01 | 13.71 | 5.08 | 8.26 | 7.95 | 15.62 | 14.72 | 4.15 | 7.83 | 8.93 | 11.20 | 5.84 | 4.94 | 3.31 | 3.83 |
Data as of 04/30/2015, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIMCO No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate |
-10.27%
Feb 2006 - Feb 2009 |
-2.84%
Feb 2004 - Feb 2009 |
5.88%
Nov 2001 - Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIMCO No Load Mutual Funds Strategic Asset Allocation - Optimal Moderate |
24.60%
Feb 2009 - Feb 2012 |
17.69%
Feb 2009 - Feb 2014 |
9.06%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart