PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund
Provider: Pimco
| Annualised Return | 2.22% |
| Realised Volatility | 2.59% |
| Downside Volatility | 2% |
| Max Drawdown | -5.75% |
| Winning months | 59.34% |
| Sharpe Ratio | 0.86 |
| Sortino Ratio | 1.11 |
| Calmar Ratio | 0.39 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.53% | -0.35% | 0.51% | -0.31% | 1.08% | 0.58% | 1.01% | 0.62% | 1.17% | 4.92% | |||
| 2023 | 0.76% | -0.54% | 2.12% | 0.24% | -0.84% | -0.36% | 0.42% | 0.12% | -0.4% | 0.42% | 1.09% | 1.21% | 4.28% |
| 2022 | -0.98% | 1.16% | -1% | -0.17% | 0.35% | -1.89% | 2.13% | -1.65% | -3.57% | 1.11% | 0.42% | -0.36% | -4.49% |
| 2021 | 0.68% | -0.04% | 0.57% | 0.91% | 0.7% | -0.01% | 1.46% | 0% | -0.05% | 0.64% | 0.04% | 0.61% | 5.64% |
| 2020 | 0.61% | 0.44% | -2.29% | 1.75% | 0.92% | 0.77% | 0.81% | 1.16% | -0.21% | -0.2% | 0.6% | 1.01% | 5.44% |
| 2019 | 0.87% | 0.08% | 0.76% | 0.46% | 0.65% | 0.63% | -0.02% | 0.59% | -0.29% | 0.17% | 0.1% | 0.72% | 4.83% |
| 2018 | -0.31% | -0.19% | 0.58% | -0.12% | 0.33% | 0.23% | -0.21% | 0.49% | -0.25% | -0.51% | -0.01% | 0.18% | 0.2% |
| 2017 | 0.51% | 0.02% | 0.15% | -0.11% | 0.02% | -0.57% | 0.33% | 0.3% | -0.23% | 0.19% | -0.29% | 0.19% | 0.51% |
| 2016 | 0.62% | 0.25% | 1.1% | 0.02% | -0.23% | 1.15% | -0.15% | -0.4% | 0.84% | -0.04% | -0.59% | 0.29% | 2.89% |
| 2015 | 1.16% | -0.36% | -0.46% | 0.83% | -0.17% | -0.04% | -0.31% | -0.38% | -0.08% | -0.02% | -0.25% | -0.19% | -0.29% |
| 2014 | 0.39% | 0.21% | -0.51% | 0.57% | 0.81% | 0.3% | -0.31% | -0.13% | -1.14% | 0.1% | -0.22% | -1.42% | -1.39% |
| 2013 | 0.2% | 0% | 0.18% | -0.57% | -1.2% | -1.24% | 0.89% | -0.66% | 0.59% | 0.23% | -0.06% | -0.42% | -2.06% |
| 2012 | 1.27% | 0.26% | -0.22% | 0.29% | -0.51% | -0.28% | 0.72% | 0.32% | 0.03% | 0.04% | 0.43% | -0.02% | 2.34% |
| 2011 | 0.94% | 0.49% | 0.71% | 1.62% | -0.07% | 0.07% | 1.4% | -0.76% | -0.8% | 1.58% | -0.22% | -0.36% | 4.65% |
| 2010 | 0.89% | -0.15% | -0.04% | 0.77% | -0.44% | 0.7% | 0.31% | -0.02% | 0.71% | 1.01% | -0.62% | 0.36% | 3.52% |
| 2009 | 0.09% | 1.14% | 1.33% | 1.43% | -0.58% | 3.44% |