PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF
Provider: Pimco
| Annualised Return | 5.63% |
| Realised Volatility | 16.5% |
| Downside Volatility | 11.37% |
| Max Drawdown | -33.86% |
| Winning months | 56% |
| Sharpe Ratio | 0.34 |
| Sortino Ratio | 0.49 |
| Calmar Ratio | 0.17 |
| Viking Ratio | 0.14 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.55% | -0.7% | 1.55% | 0.47% | 4.72% | 6.29% | 0.55% | 2.69% | 4.06% | 2.21% | -0.18% | 0.42% | 23.47% |
| 2024 | -3.51% | 3.8% | 1.77% | 0.55% | 3.79% | 1.01% | -0.16% | 0.1% | 4.86% | -3.21% | -1.81% | -2.12% | 4.73% |
| 2023 | 7.86% | -5.44% | 2.27% | 1.01% | -2.29% | 4.68% | 6.6% | -5.37% | -2.05% | -4.9% | 8.28% | 5.02% | 15.14% |
| 2022 | -1.25% | -4.03% | -4.14% | -4.86% | 0.92% | -8.16% | 0.97% | -0.49% | -9.6% | 0.52% | 12.89% | -2.5% | -19.5% |
| 2021 | 2.76% | 2.19% | 1.23% | 3.4% | 3.03% | 0.93% | -3.02% | 1.99% | -3.26% | 0.86% | -3.76% | 4.34% | 10.77% |
| 2020 | -6.8% | -7.16% | -18.6% | 9.46% | 3.92% | 4.4% | 7.45% | 2.69% | -0.97% | -0.27% | 11.14% | 9.9% | 11.33% |
| 2019 | 7.83% | -1.29% | 0.27% | 1.34% | -3.82% | 5.39% | -2.57% | -3.53% | 1.66% | 3.13% | -0.3% | 7% | 15.26% |
| 2018 | 6.69% | -4.95% | -0.15% | -2.25% | -3.13% | -4.39% | 4.57% | -3.53% | 0.76% | -7.78% | 3.28% | -2.07% | -13.08% |
| 2017 | -2.38% | 2.63% | -0.83% | 4.69% | 4.02% |