PCM Global Macro 3m Total Return CompositeSM
vs iShares Core US Aggregate Bond ETF

YEAR 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
PCM Global Macro 3m Total Return CompositeSM (%) -2.051.97-6.18-7.234.6414.21-1.922.51-6.31-5.86-4.173.32
iShares Core US Aggregate Bond ETF (%) 0.29-4.203.46-1.092.553.60-0.058.687.42-1.65-13.05-2.59
+/- -2.346.17-9.64-6.142.0910.61-1.87-6.17-13.73-4.218.885.91

PCM Global Macro 3m Total Return CompositeSM
Monthly Performance (%)

YEAR Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2012 - - 0.36 -0.92 -0.51 -1.76 1.49 -1.23 1.22 -1.01 -0.95 1.30 -2.05
2013 0.63 0.60 1.46 1.20 -0.68 -1.62 0.95 -3.99 0.14 1.47 -0.31 2.26 1.97
2014 -3.02 0.82 -1.86 1.17 0.99 0.54 -3.98 0.96 -2.40 0.31 0.70 -0.41 -6.18
2015 0.09 -1.56 -0.91 -1.57 0.40 -1.34 -2.15 -0.27 2.00 -1.02 0.37 -1.45 -7.23
2016 -1.20 1.35 1.15 0.37 -0.28 0.19 -1.22 0.16 0.49 -1.29 2.18 2.74 4.64
2017 0.66 1.84 0.07 1.24 2.75 0.72 2.45 0.15 -0.35 1.00 1.24 1.64 14.21
2018 4.65 -3.29 -0.61 1.00 0.28 0.09 0.04 1.35 -0.94 -3.07 -0.24 -0.96 -1.92
2019 0.93 0.52 -1.83 0.78 -1.31 0.75 0.58 3.39 -2.56 -0.79 1.76 0.41 2.51
2020 -5.08 -0.87 0.99 -5.05 -2.08 1.69 6.95 -1.34 -4.59 -0.63 2.37 1.83 -6.31
2021 -0.64 6.94 -1.03 -1.59 -1.09 -1.88 0.41 -0.69 -2.61 0.32 -3.12 -0.69 -5.86
2022 -2.01 4.46 5.87 2.00 -0.12 -3.76 -5.26 -0.45 5.01 -3.28 -5.07 -0.82 -4.17
2023 4.39 -4.17 0.17 -1.17 -2.33 3.60 1.36 -1.04 2.26 0.52 - - 3.32

CORRELATION

PCM Global Macro 3m Total Return CompositeSM iShares Core US Aggregate Bond ETF
-0.10

STATISTICAL SUMMARY

Feb-2012 : Oct-2023
STATISTICS PCM Global Macro 3m Total Return CompositeSM iShares Core US Aggregate Bond ETF
Total Rate of Return: -8.78% 1.52%
Compounded Annual Growth Rate -0.76% 0.13%
Annual Standard Deviation 6.43% 5.92%
Worst Draw Down -21.44% -17.18%
Best Month: 6.95% 3.69%
Worst Month: -5.26% -4.31%
Sharpe Ratio: -0.15 0.08
Growth of $100,000 $ 91224 $ 101520