PCM Absolute Bond CompositeSM
vs PCM Absolute Bond IndexSM

YEAR 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
PCM Absolute Bond CompositeSM (%) 11.154.06-2.90-0.79-10.448.812.52-3.302.451.88-1.282.35-5.22
PCM Absolute Bond IndexSM (%) 6.045.51-1.781.62-9.0810.403.60-1.562.303.80-1.233.79-6.35
+/- 5.11-1.45-1.12-2.41-1.36-1.59-1.08-1.740.15-1.92-0.05-1.441.13

PCM Absolute Bond CompositeSM
Monthly Performance (%)

YEAR Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2011 - - - - 3.42 -2.32 0.23 4.69 5.57 -2.28 1.02 0.62 11.15
2012 0.86 0.88 -1.98 -1.80 5.70 -0.40 2.17 -1.79 2.16 -0.20 -1.65 0.31 4.06
2013 0.89 -1.77 0.53 0.15 -3.58 -1.07 0.79 -0.70 0.95 0.85 -0.80 0.93 -2.90
2014 -2.20 0.50 0.71 0.06 2.86 -0.19 -1.57 1.88 -3.17 -1.29 -0.25 2.05 -0.79
2015 4.77 -4.87 -0.57 -1.12 -0.54 0.99 -1.99 -1.22 -1.93 -2.67 -1.17 -0.37 -10.44
2016 0.35 1.46 2.51 -0.10 -1.19 3.34 0.05 -1.01 -1.73 0.00 4.05 0.92 8.81
2017 0.41 0.58 0.38 -0.09 0.94 0.11 0.50 0.32 -1.05 -0.15 -0.20 0.76 2.52
2018 2.01 0.26 -0.53 -1.49 -1.65 1.29 -1.32 -0.86 -0.84 0.50 -0.67 0.02 -3.30
2019 1.38 0.92 1.36 -1.02 0.97 1.12 -0.57 1.48 -3.72 -0.41 -1.23 2.30 2.45
2020 -0.79 2.88 0.63 0.28 -0.84 -1.95 2.85 -1.41 -1.90 1.19 -0.81 1.90 1.88
2021 -1.77 1.84 2.65 -1.24 -0.83 -0.78 1.78 -0.27 -1.34 -1.07 1.03 -1.16 -1.28
2022 -2.05 0.50 2.45 4.95 0.96 -2.07 -0.62 -4.00 3.52 3.14 -2.16 -1.87 2.35
2023 -2.04 -4.54 -0.04 -0.33 -2.90 0.63 1.40 -0.54 1.00 2.21 - - -5.22

CORRELATION

PCM Absolute Bond CompositeSM PCM Absolute Bond IndexSM
0.93

STATISTICAL SUMMARY

Apr-2011 : Oct-2023
STATISTICS PCM Absolute Bond CompositeSM PCM Absolute Bond IndexSM
Total Rate of Return: 7.61% 16.52%
Compounded Annual Growth Rate 0.57% 1.18%
Annual Standard Deviation 5.66% 4.94%
Worst Draw Down -15.05% -13.60%
Best Month: 5.70% 5.47%
Worst Month: -4.87% -5.09%
Sharpe Ratio: 0.20 0.38
Growth of $100,000 $ 107610 $ 116520