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Fund performance summary
|Portfolio||Initial Balance||Final Balance||CAGR||Stdev||Best Year||Worst Year||Max. Drawdown||Sharpe Ratio||Sortino Ratio||US Mkt Correlation|
|PIMCO Income Instl||$10,000||$27,812 ||7.87% ||4.93%||22.17%||-5.47%||-10.39% ||1.38||2.16||0.57|
|Vanguard Total Bond Market Index Inv||$10,000||$17,813 ||4.37% ||3.35%||8.61%||-2.26%||-3.99% ||1.06||1.96||-0.01|
|Name||3 Month||YTD||1 year||3 year||5 year||10 year||Full|
|PIMCO Income Instl||3.01%||1.28%||3.84%||3.63%||5.49%||7.03%||7.87%|
|Vanguard Total Bond Market Index Inv||0.59%||6.92%||6.93%||5.20%||4.09%||3.48%||4.37%|
|Trailing returns are for full months ending in September 2020 excluding portfolio cashflows.|
Notes on results:
- Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
- Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
- All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
- The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
- The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
- The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
- Fund fundamentals data as of 10/27/2020. (c) 2020 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
- Displayed expense ratio is the prospectus net expense ratio
- CAGR = Compound Annual Growth Rate
- Stdev = Annualized standard deviation of monthly returns
- Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
- Stock market correlation is based on the correlation of monthly returns
- Drawdowns are calculated based on monthly returns
Up vs. Down Market Performance
PIMCO Income Instl vs. Vanguard Total Bond Market Index Inv
Up vs. Down Market Performance - PIMCO Income Instl vs. Vanguard Total Bond Market Index Inv
|Market Type||Occurrences||Average Active Return|
|Above Benchmark||Below Benchmark||Total||% Above Benchmark||Above Benchmark||Below Benchmark||Total|
Returns Based Style Analysis
Returns Based Style Analysis
|Style Category||Vanguard Total Bond Market Index Inv|
|Global ex-US Developed Markets||0.00%|
|Style analysis is based on monthly returns from Apr 2007 to Sep 2020 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.|
Holdings Based Style Analysis for PIMCO Income Instl
Holdings Based Style Analysis for Vanguard Total Bond Market Index Inv
Fixed Income Credit Quality
PIMCO Income Instl Returns
Vanguard Total Bond Market Index Inv Returns
Rolling returns summary
|Roll Period||PIMCO Income Instl||Vanguard Total Bond Market Index Inv|
|Result statistics are based on annualized rolling returns over full calendar year periods|