PIMCO RAFI ESG US ETF
Provider: Pimco
| Annualised Return | 10.69% |
| Realised Volatility | 17.09% |
| Downside Volatility | 11.47% |
| Max Drawdown | -25.71% |
| Winning months | 61.64% |
| Sharpe Ratio | 0.63 |
| Sortino Ratio | 0.93 |
| Calmar Ratio | 0.42 |
| Viking Ratio | 0.3 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.41% | 1.04% | -4.34% | -2.63% | 3.47% | 4.72% | -0.17% | 4.22% | 3.05% | 1.47% | 1.76% | -0.53% | 16.13% |
| 2024 | 1.13% | 4% | 4.01% | -6.06% | 3.75% | 2.12% | 2.14% | 2.09% | 1.75% | -1.79% | 4.92% | -4.39% | 13.81% |
| 2023 | 4.97% | -2.82% | 1.48% | 1.22% | -1.53% | 6.12% | 2.9% | -2.78% | -3.96% | -1.59% | 8.98% | 5.3% | 18.8% |
| 2022 | -2.63% | -3.46% | 1.66% | -6.2% | 1.46% | -8.2% | 5.82% | -3.39% | -9.2% | 10.65% | 6.11% | -5.24% | -13.76% |
| 2021 | 0.38% | 5.32% | 6.98% | 3.34% | 3.14% | -0.88% | 0.97% | 2% | -3.62% | 5.44% | -1.58% | 5.76% | 30.16% |
| 2020 | -2.91% | -10.33% | -14.59% | 11.03% | 3.67% | 0.1% | 2.87% | 5.37% | -2.07% | -2.73% | 14.06% | 4.32% | 5.25% |
| 2019 | -0.09% | -0.09% |