Composite
How it works ?
- IQ Hedge Multi-Strategy Tracker ETF (QAI)
- PCM Global Macro 3m Total Return 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)
| YEAR | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PCM Global Macro 3m Total Return CompositeSM (%) | -2.05 | 1.97 | -6.18 | -7.23 | 4.64 | 14.21 | -1.92 | 2.51 | -6.31 | -5.86 | -4.17 | 3.32 |
| PCM Global Macro 3m Total Return IndexSM (%) | -0.67 | 5.48 | -4.47 | -9.61 | 5.51 | 12.01 | -3.35 | 2.30 | -8.42 | -4.88 | 6.09 | 4.45 |
| +/- | -1.38 | -3.51 | -1.71 | 2.38 | -0.87 | 2.20 | 1.43 | 0.21 | 2.11 | -0.98 | -10.26 | -1.13 |
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 | PCM Global Macro 3m Total Return IndexSM |
|---|---|
| 0.92 | |
STATISTICAL SUMMARY
Feb-2012 : Oct-2023
| STATISTICS | PCM Global Macro 3m Total Return CompositeSM | |
|---|---|---|
| Total Rate of Return: | -8.78% | 2.05% |
| Compounded Annual Growth Rate | -0.76% | 0.17% |
| Annual Standard Deviation | 6.43% | 6.82% |
| Worst Draw Down | -21.44% | -19.65% |
| Best Month: | 6.95% | 7.16% |
| Worst Month: | -5.26% | -5.67% |
| Sharpe Ratio: | -0.15 | -0.01 |
| Growth of $100,000 | $ 91224 | $ 102050 |