Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TUZ (PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund) | NA | 4.04% | 1.72% | 1.20% | 1.00% | NA | NA | … | … |
Data as of 12/11/2019, Common starting date is 06/03/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TUZ (PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund) | 06/03/2009 | 12/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 4.04 | 1.72 | 1.20 | 1.00 | NA | NA | … | … | 3.34 | 1.59 | 0.27 | 0.65 | -0.06 | 0.73 | 0.39 | -0.16 | 1.35 | 2.43 | 0.58 |
| Sharpe Ratio | NA | 1.94 | 0.54 | 0.37 | 0.55 | NA | NA | … | … | 1.56 | 0.24 | -0.39 | 0.26 | -0.06 | 0.76 | 0.59 | -0.32 | 1.17 | 1.89 | 0.56 |
| Standard Deviation(%) | NA | 1.34 | 1.14 | 1.33 | 1.15 | NA | NA | … | … | 1.34 | 1.09 | 0.95 | 1.74 | 1.35 | 0.94 | 0.60 | 0.67 | 1.13 | 1.24 | 1.65 |
| Draw Down(%) | NA | 0.67 | 1.00 | 1.07 | 1.07 | NA | NA | … | … | 0.67 | 0.42 | 0.67 | 1.07 | 0.77 | 0.58 | 0.40 | 0.37 | 0.63 | 0.68 | 0.92 |
| Yield(%) | 0.00 | 2.20 | 1.66 | 1.22 | 0.92 | 0.65 | 0.49 | … | … | 2.03 | 1.84 | 1.00 | 0.65 | 0.57 | 0.52 | 0.35 | 0.37 | 0.95 | 0.80 | 0.54 |
Data as of 12/11/2019, Common starting date is 06/03/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUZ (PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund) |
0.11%
Jan 2015 – Jan 2018 |
0.28%
Apr 2013 – Apr 2018 |
0.99%
Nov 2009 – Nov 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUZ (PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund) |
1.75%
Nov 2016 – Nov 2019 |
1.21%
Oct 2014 – Oct 2019 |
1.07%
Aug 2009 – Aug 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart