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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%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).