PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
Provider: Pimco
| Annualised Return | 4.81% |
| Realised Volatility | 6.33% |
| Downside Volatility | 6.16% |
| Max Drawdown | -13.31% |
| Winning months | 67.9% |
| Sharpe Ratio | 0.76 |
| Sortino Ratio | 0.78 |
| Calmar Ratio | 0.36 |
| Viking Ratio | 0.21 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.25% | 0.5% | 0.87% | -0.9% | 1.39% | 0.6% | 1.98% | 1.38% | 1.53% | -0.58% | 0.92% | 8.17% | |
| 2023 | 2.95% | -1.01% | 1.37% | 0.24% | -0.47% | 1.75% | 0.94% | 0.46% | -0.76% | -0.84% | 3.67% | 2.66% | 11.38% |
| 2022 | -1.85% | -0.21% | -0.33% | -2.55% | 1% | -5.54% | 4.88% | -2.42% | -2.33% | 2.86% | 2.74% | -1.35% | -5.42% |
| 2021 | -0.34% | 0.58% | 1.47% | 0.63% | 0.24% | 0.97% | -0.28% | 0.49% | -0.02% | 0.04% | -1.02% | 1.93% | 4.77% |
| 2020 | -0.45% | -1.48% | -11.62% | 4.12% | 3.04% | 0.45% | 3.68% | 0.99% | -0.76% | 0.45% | 3.85% | 1.98% | 3.27% |
| 2019 | 3.83% | 1.42% | 0.86% | 0.92% | -1.46% | 2.03% | 0% | 0.28% | 0.37% | -0.31% | 0.14% | 1.78% | 10.22% |
| 2018 | 0.65% | -0.57% | -0.12% | 0.64% | 0.25% | 0.11% | 1.39% | 0.51% | 0.45% | -1.54% | -0.43% | -2.02% | -0.72% |
| 2017 | 0.99% | 1.11% | 0.01% | 0.87% | 0.87% | -0.14% | 0.82% | 0.32% | 0.28% | 0.29% | -0.09% | 0.29% | 5.75% |
| 2016 | -1.56% | 0.96% | 3.07% | 3.34% | 0.86% | 1.23% | 1.28% | 1.4% | 1.4% | -0.6% | 1.04% | 1.71% | 14.97% |
| 2015 | 0.31% | 1.83% | -0.35% | 0.51% | 0.55% | -1.51% | -0.47% | -1.2% | -2.44% | 2.42% | -2.18% | -2.04% | -4.61% |
| 2014 | -0.24% | 1.42% | 0.1% | 0.45% | 0.35% | 0.52% | -1.69% | 1.2% | -1.56% | 0.99% | -0.63% | -1% | -0.16% |
| 2013 | 1.04% | 0.35% | 0.9% | 1.46% | -0.56% | -1.69% | 2.24% | -0.04% | 1.01% | 1.5% | 0.77% | 0.56% | 7.76% |
| 2012 | 0.99% | 1.5% | 0.58% | 1.06% | -1.64% | 2.22% | 1.03% | 1.16% | 0.91% | 0.96% | 0.49% | 1.58% | 11.35% |
| 2011 | 0.64% | 0.52% | -4.06% | -1.74% | 5.29% | -1.68% | 2.57% | 1.25% |