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 - Optimal Moderate | NA | 12.49% | -1.62% | 0.26% | 1.48% | 2.75% | 3.45% | 4.15% |
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 - Optimal 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 (%) | -0.29 | 12.49 | -1.62 | 0.26 | 1.48 | 2.75 | 3.45 | 4.15 | NA | 2.44 | 6.32 | -13.22 | -1.36 | 7.94 | 6.10 | -0.32 | 2.52 | 2.17 | 2.33 | 6.72 | 0.03 | 9.07 | 2.87 | 8.60 | 9.71 | 3.01 | 7.81 | 4.44 | 2.90 | 5.14 | 5.57 | 10.24 | 6.25 |
| Sharpe Ratio | NA | -0.68 | -0.85 | -0.42 | -0.08 | NA | NA | 0.63 | -0.12 | -0.75 | 0.27 | -2.12 | -0.47 | 1.61 | 1.88 | -0.64 | 0.59 | 0.90 | 0.82 | 2.70 | 0.00 | 5.13 | 0.83 | 2.24 | 2.03 | 0.31 | 1.17 | 0.32 | 0.23 | 1.14 | 1.11 | 2.24 | 0.77 |
| Standard Deviation(%) | NA | 5.49 | 6.75 | 5.80 | 4.51 | NA | NA | 4.24 | 3.33 | 5.53 | 7.61 | 6.90 | 2.93 | 4.79 | 2.50 | 2.55 | 3.23 | 2.18 | 2.81 | 2.48 | 2.79 | 1.76 | 3.42 | 3.81 | 4.75 | 6.82 | 4.13 | 3.62 | 3.12 | 3.68 | 4.40 | 4.07 | 5.10 |
| Draw Down(%) | NA | 4.29 | 15.50 | 17.29 | 17.29 | NA | NA | 17.29 | 0.58 | 3.85 | 7.29 | 16.05 | 3.45 | 6.53 | 1.48 | 3.33 | 2.02 | 2.77 | 1.49 | 0.73 | 3.97 | 0.53 | 3.89 | 4.37 | 2.19 | 7.77 | 2.48 | 2.56 | 2.85 | 3.74 | 4.90 | 2.44 | 3.44 |
| Yield(%) | NA | 4.41 | 4.05 | 4.22 | 3.65 | NA | NA | 5.15 | NA | 1.77 | 3.94 | 4.23 | 2.80 | 5.90 | 3.69 | 2.39 | 0.79 | 3.72 | 4.10 | 4.95 | 5.02 | 6.41 | 4.01 | 8.21 | 6.22 | 9.84 | 5.90 | 4.77 | 4.54 | 5.57 | 5.25 | 8.14 | 6.35 |
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 - Optimal Moderate |
-5.35%
Oct 2020 - Oct 2023 |
-0.94%
Oct 2017 - Oct 2022 |
0.78%
Oct 2013 - Oct 2023 |
2.67%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIMCO DoubleLine Bond Plan Strategic Asset Allocation - Optimal Moderate |
8.79%
Sep 2007 - Sep 2010 |
7.62%
May 2006 - May 2011 |
6.56%
May 2001 - May 2011 |
5.68%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart