Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/23/2018.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PGNDX (GNMA FUND D) | NA | -0.23% | 0.51% | 1.03% | 3.40% | 3.80% | NA | 4.10% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PGNDX (GNMA FUND D) | 06/28/2001 | 03/23/2018 |
The return data shown below all have the same latest date: 03/23/2018.
AR inception is since 06/28/2001.
AR inception is since 06/28/2001.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.19 | -0.23 | 0.51 | 1.03 | 3.40 | 3.80 | NA | 4.10 | -1.88 | 1.93 | 1.13 | 0.95 | 5.61 | -2.75 | 2.60 | 7.99 | 7.11 | 9.31 | 4.88 | 7.03 | 4.65 | 2.81 | 3.71 | 2.98 | 4.38 | 3.88 |
Sharpe Ratio | NA | -0.42 | 0.06 | 0.27 | 0.93 | NA | NA | 0.92 | -3.13 | 0.52 | 0.41 | 0.36 | 2.16 | -0.64 | 1.34 | 2.45 | 2.17 | 2.62 | 0.61 | 1.10 | 0.44 | 0.28 | 1.07 | 0.90 | 1.01 | 1.68 |
Standard Deviation(%) | NA | 2.40 | 2.51 | 3.00 | 3.40 | NA | NA | 3.32 | 2.91 | 2.52 | 2.27 | 2.56 | 2.59 | 4.34 | 1.92 | 3.25 | 3.24 | 3.52 | 6.46 | 3.67 | 3.12 | 2.31 | 2.59 | 2.55 | 3.27 | 3.73 |
Draw Down(%) | NA | 3.14 | 3.14 | 5.59 | 5.59 | NA | NA | 5.59 | 2.62 | 1.59 | 3.13 | 1.62 | 0.89 | 5.59 | 1.32 | 1.59 | 2.89 | 2.07 | 4.31 | 2.50 | 2.31 | 1.63 | 2.52 | 2.30 | 2.22 | 3.03 |
Yield(%) | 0.00 | 2.51 | 2.31 | 2.30 | 3.91 | 4.00 | 3.33 | 4.16 | 0.39 | 2.55 | 2.48 | 1.73 | 2.20 | 2.87 | 3.78 | 4.93 | 7.24 | 6.13 | 5.56 | 5.37 | 4.33 | 3.31 | 2.95 | 3.31 | 0.60 | 2.62 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PGNDX (GNMA FUND D) |
0.56%
Feb 2015 - Feb 2018 |
0.91%
Feb 2013 - Feb 2018 |
3.35%
Feb 2008 - Feb 2018 |
3.75%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PGNDX (GNMA FUND D) |
9.10%
Oct 2008 - Oct 2011 |
7.47%
Jul 2007 - Jul 2012 |
5.46%
Dec 2001 - Dec 2011 |
4.32%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart