Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PFCAX (PIMCO Convertible Admin) | NA | 10.83% | 11.77% | 9.24% | 7.75% | NA | NA | … | … |
Data as of 05/01/2015, Common starting date is 08/12/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PFCAX (PIMCO Convertible Admin) | 08/12/2004 | 05/01/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.83 | 11.77 | 9.24 | 7.75 | NA | NA | … | … | 3.24 | 13.35 | 17.96 | 8.59 | -3.46 | 17.61 | 44.72 | -34.91 | 7.40 | 12.93 | -0.39 | 9.86 |
| Sharpe Ratio | NA | 1.14 | 1.35 | 0.97 | 0.56 | NA | NA | … | … | 1.07 | 1.38 | 2.13 | 1.20 | -0.28 | 1.94 | 2.49 | -1.53 | 0.47 | 1.42 | -0.40 | 4.88 |
| Standard Deviation(%) | NA | 9.47 | 8.68 | 9.60 | 12.29 | NA | NA | … | … | 9.46 | 9.65 | 8.40 | 7.15 | 12.31 | 9.02 | 17.92 | 23.37 | 8.99 | 6.72 | 6.65 | 5.33 |
| Draw Down(%) | NA | 7.55 | 7.99 | 14.17 | 48.74 | NA | NA | … | … | 2.59 | 7.55 | 7.99 | 7.01 | 14.17 | 8.05 | 20.23 | 44.02 | 7.25 | 5.87 | 8.98 | 1.71 |
| Yield(%) | 0.00 | 8.92 | 14.21 | 10.38 | 7.59 | 5.10 | 3.83 | … | … | 0.00 | 14.22 | 25.96 | 5.41 | 2.52 | 7.42 | 2.29 | 1.53 | 1.94 | 3.78 | 1.74 | 0.00 |
Data as of 05/01/2015, Common starting date is 08/12/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFCAX (PIMCO Convertible Admin) |
-12.50%
Feb 2006 – Feb 2009 |
1.36%
May 2007 – May 2012 |
6.38%
Jan 2005 – Jan 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PFCAX (PIMCO Convertible Admin) |
26.38%
Feb 2009 – Feb 2012 |
20.59%
Feb 2009 – Feb 2014 |
7.78%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart