PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
Provider: Pimco
| Annualised Return | 2.57% |
| Realised Volatility | 1.31% |
| Downside Volatility | 1.5% |
| Max Drawdown | -1.63% |
| Winning months | 79.03% |
| Sharpe Ratio | 1.96 |
| Sortino Ratio | 1.71 |
| Calmar Ratio | 1.57 |
| Viking Ratio | 0.63 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.18% | 0.18% | |||||||||||
| 2024 | 0.58% | 0.53% | 0.43% | 0.43% | 0.54% | 0.41% | 0.54% | 0.5% | 0.53% | 0.34% | 0.49% | 0.33% | 5.79% |
| 2023 | 0.79% | 0.3% | 0.31% | 0.5% | 0.38% | 0.37% | 0.54% | 0.48% | 0.41% | 0.44% | 0.62% | 0.56% | 5.84% |
| 2022 | -0.16% | -0.21% | -0.56% | -0.18% | 0.05% | -0.28% | 0.19% | 0.1% | -0.14% | -0.19% | 0.51% | 0.33% | -0.57% |
| 2021 | 0.02% | 0.01% | 0% | 0.09% | 0.08% | -0.01% | 0.11% | 0% | 0% | -0.1% | -0.03% | -0.07% | 0.11% |
| 2020 | 0.35% | 0.44% | -1.63% | 1.04% | 0.58% | 0.52% | 0.29% | 0.14% | 0.11% | 0.04% | 0.1% | 0.08% | 2.08% |
| 2019 | 0.16% | 0.16% |