Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIMCO DoubleLine Bond Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 7.68% | 3.57% | 3.29% | 2.89% | 3.51% | 3.85% | 4.44% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIMCO DoubleLine Bond Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.32 | 7.68 | 3.57 | 3.29 | 2.89 | 3.51 | 3.85 | 4.44 | NA | 0.56 | 8.84 | 0.50 | -1.32 | 7.66 | 6.78 | -1.52 | 2.49 | 2.18 | 1.65 | 3.91 | -1.17 | 7.46 | 6.43 | 8.04 | 9.71 | 2.44 | 8.01 | 1.83 | 2.32 | 3.64 | 5.05 | 9.41 | 7.58 |
| Sharpe Ratio | NA | -1.35 | -0.21 | 0.19 | 0.34 | NA | NA | 0.84 | -0.08 | -1.47 | 1.59 | -1.22 | -0.45 | 1.55 | 1.78 | -1.64 | 0.63 | 0.71 | 0.52 | 1.96 | -0.44 | 3.95 | 2.38 | 2.42 | 2.05 | 0.24 | 1.23 | -0.59 | 0.05 | 0.78 | 0.99 | 2.05 | 1.04 |
| Standard Deviation(%) | NA | 4.04 | 2.93 | 3.40 | 3.10 | NA | NA | 3.50 | 1.23 | 4.11 | 2.88 | 0.72 | 2.99 | 4.80 | 3.02 | 1.73 | 2.96 | 2.79 | 3.15 | 1.99 | 2.74 | 1.88 | 2.68 | 3.29 | 4.68 | 6.23 | 4.08 | 2.45 | 2.83 | 3.46 | 4.41 | 4.04 | 5.07 |
| Draw Down(%) | NA | 4.13 | 4.13 | 7.02 | 7.02 | NA | NA | 7.02 | 0.17 | 4.04 | 1.77 | 1.09 | 3.64 | 7.02 | 2.02 | 3.12 | 1.77 | 3.57 | 1.95 | 0.82 | 4.55 | 0.66 | 1.15 | 3.41 | 2.48 | 6.45 | 2.60 | 1.59 | 2.47 | 4.01 | 4.85 | 2.31 | 3.67 |
| Yield(%) | NA | 4.18 | 3.09 | 3.40 | 2.99 | NA | NA | 4.41 | NA | 1.62 | 4.25 | 1.53 | 2.44 | 4.89 | 3.46 | 1.51 | 0.87 | 3.21 | 3.55 | 3.44 | 3.87 | 6.28 | 5.38 | 4.04 | 5.87 | 6.42 | 5.65 | 4.24 | 4.29 | 4.96 | 5.08 | 7.43 | 7.25 |
Data as of 10/31/2024, 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 DoubleLine Bond Plan Strategic Asset Allocation - Equal Weight Moderate |
0.68%
Apr 2015 - Apr 2018 |
0.82%
Apr 2013 - Apr 2018 |
2.02%
Apr 2013 - Apr 2023 |
3.44%
Jan 2008 - Jan 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIMCO DoubleLine Bond Plan Strategic Asset Allocation - Equal Weight Moderate |
9.44%
Oct 2008 - Oct 2011 |
7.53%
Jul 2007 - Jul 2012 |
5.93%
May 2001 - May 2011 |
5.13%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart