PIMCO Enhanced Low Duration Active Exchange-Traded Fund
Provider: Pimco
| Annualised Return | 2.16% |
| Realised Volatility | 1.81% |
| Downside Volatility | 1.57% |
| Max Drawdown | -6.25% |
| Winning months | 71.32% |
| Sharpe Ratio | 1.19 |
| Sortino Ratio | 1.38 |
| Calmar Ratio | 0.35 |
| Viking Ratio | 0.26 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.66% | -0.26% | 0.48% | -0.18% | 0.68% | 0.5% | 1.21% | 0.61% | 0.95% | 4.73% | |||
| 2023 | 0.71% | -0.59% | 1.08% | 0.3% | -0.23% | -0.33% | 0.45% | 0.64% | 0.04% | 0.32% | 1.11% | 1.18% | 4.78% |
| 2022 | -0.4% | -0.75% | -1.69% | -0.35% | 0.47% | -1.16% | 0.52% | -0.53% | -0.86% | -0.72% | 0.52% | 0.67% | -4.23% |
| 2021 | 0.25% | -0.05% | -0.07% | 0.08% | 0.05% | -0.15% | 0.17% | 0.01% | 0.11% | -0.42% | -0.17% | -0.35% | -0.55% |
| 2020 | 0.75% | 1.09% | -2.2% | 1.21% | 1.01% | 1.35% | 0.31% | 0.22% | 0.21% | 0.34% | -0.18% | 0.33% | 4.49% |
| 2019 | 0.49% | 0.48% | 0.46% | 0.41% | 0.23% | 0.54% | 0.32% | 0.46% | 0.1% | 0.29% | 0% | 0.4% | 4.27% |
| 2018 | -0.23% | 0.11% | 0.12% | 0.04% | 0.37% | 0.06% | 0.24% | 0.13% | 0.31% | 0.3% | -0.12% | 0.1% | 1.43% |
| 2017 | 0.43% | 0.32% | -0.01% | 0.13% | 0.32% | 0.37% | -0.19% | 0.44% | 0.17% | 0.25% | -0.08% | -0.12% | 2.06% |
| 2016 | -0.41% | -0.09% | 0.56% | 0.82% | 0.44% | 0.23% | 0.79% | 0.18% | 0.17% | 0.09% | -0.24% | 0.04% | 2.59% |
| 2015 | 0.92% | 0.14% | 0.64% | 0.1% | 0.35% | -0.31% | 0.27% | -0.27% | -0.54% | 0.86% | 0.26% | -0.13% | 2.3% |
| 2014 | 0.15% | 0.29% | -0.05% | 0.61% | 0.36% | 0.14% | -0.45% | 0.8% | -0.24% | 0.01% | 0.16% | 0.07% | 1.84% |