Composite
Benchmark How it works ?
- FTSE World Government Bond Index (WGBI)
- PCM Absolute Bond IndexSM
- SPDR S&P 500 ETF (SPY)
- S&P Target Risk Conservative PR USD (SPTGCU)
- 60%-SPY / 40%-AGG
- iShares MSCI Emerging Markets ETF (EEM)
- iShares MSCI EAFE ETF (EFA)
- iShares Core US Aggregate Bond ETF (AGG)
- Barclays Global Aggregate TR USD
- iShares JPMorgan USD Emerg Markets Bond ETF (EMB)
- PowerShares DB US Dollar Bullish ETF (UUP)
- iShares S&P GSCI Commodity-Indexed ETF (GSG)
- SPDR Gold Shares ETF (GLD)
- FTSE World Government Bond Index (WGBI)
- S&P Global REIT Index TR USD (SPGRIT)
- IQ Hedge Multi-Strategy Tracker ETF (QAI)
PCM Absolute Bond CompositeSM
vs PowerShares DB US Dollar Bullish ETF
| YEAR | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PCM Absolute Bond CompositeSM (%) | 11.15 | 4.06 | -2.90 | -0.79 | -10.44 | 8.81 | 2.52 | -3.30 | 2.45 | 1.88 | -1.28 | 2.35 | -6.83 |
| PowerShares DB US Dollar Bullish ETF (%) | 7.24 | -2.94 | -1.31 | 11.38 | 6.90 | 3.08 | -9.13 | 7.34 | 3.86 | -6.54 | 5.63 | 9.51 | -0.22 |
| +/- | 3.91 | 7.00 | -1.59 | -12.17 | -17.34 | 5.73 | 11.65 | -10.64 | -1.41 | 8.42 | -6.91 | -7.16 | -6.61 |
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 | - | - | - | - | - | - | - | - | -6.83 |
CORRELATION
| PCM Absolute Bond CompositeSM | PowerShares DB US Dollar Bullish ETF |
|---|---|
| 0.11 | |
STATISTICAL SUMMARY
Apr-2011 : Apr-2023
| STATISTICS | PCM Absolute Bond CompositeSM | PowerShares DB US Dollar Bullish ETF |
|---|---|---|
| Total Rate of Return: | 5.78% | 37.80% |
| Compounded Annual Growth Rate | 0.47% | 2.71% |
| Annual Standard Deviation | 5.66% | 6.50% |
| Worst Draw Down | -15.05% | -11.93% |
| Best Month: | 5.70% | 5.86% |
| Worst Month: | -4.87% | -4.73% |
| Sharpe Ratio: | 0.20 | 0.44 |
| Growth of $100,000 | $ 105781 | $ 137800 |