PCM Absolute Bond IndexSM
vs Barclays Global Aggregate TR USD

YEAR 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
PCM Absolute Bond IndexSM (%) 6.157.1611.064.6910.785.65-1.691.77-9.1910.133.55-1.522.443.91-1.104.15-6.32
Barclays Global Aggregate TR USD (%) 12.054.796.945.555.634.31-2.590.58-3.182.087.39-1.226.819.20-4.71-16.26-3.38
+/- -5.902.374.12-0.865.151.340.901.19-6.018.05-3.84-0.30-4.37-5.293.6120.41-2.94

PCM Absolute Bond IndexSM
Monthly Performance (%)

YEAR Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2007 -0.25 1.15 -0.64 0.50 -1.20 0.47 0.90 1.08 1.15 1.00 2.00 -0.01 6.15
2008 1.98 0.82 0.35 -0.73 -0.83 -0.47 0.18 0.69 -2.21 -0.11 3.75 3.74 7.16
2009 -4.08 -1.74 0.33 3.77 4.06 1.12 3.48 1.19 3.90 -1.17 1.63 -1.43 11.06
2010 0.60 0.63 -0.03 1.17 -1.54 1.58 1.56 2.01 -0.08 2.07 -4.23 0.95 4.69
2011 0.84 0.06 0.68 3.14 -1.54 -0.97 1.07 1.11 5.47 0.89 -1.22 1.25 10.78
2012 1.19 1.50 -1.77 -1.89 5.39 -0.62 2.70 -1.49 2.17 0.02 -1.87 0.32 5.65
2013 0.38 -1.53 -0.21 0.50 -3.51 -0.64 0.28 0.07 1.19 1.81 -0.79 0.76 -1.69
2014 -0.86 0.28 0.47 0.82 2.82 -0.78 -0.81 2.61 -3.10 -1.44 -0.19 1.95 1.77
2015 5.21 -4.58 -0.95 -0.33 -1.01 0.93 -2.33 -0.89 -1.99 -1.71 -1.56 0.02 -9.19
2016 0.74 1.53 3.31 -0.14 -1.03 3.25 -0.04 -0.81 -1.85 0.00 4.18 0.99 10.13
2017 0.46 0.62 0.21 0.27 0.69 0.40 0.92 0.28 -0.73 0.09 -0.18 0.52 3.55
2018 2.00 0.48 -0.62 -1.15 -0.89 1.10 -1.29 -0.44 -0.84 0.68 -0.69 0.14 -1.52
2019 1.81 0.73 0.94 -0.56 0.94 1.08 -0.39 1.35 -4.06 -0.05 -1.66 2.31 2.44
2020 -0.65 2.74 0.45 0.65 -0.92 -1.95 3.10 -1.21 -1.97 2.16 -0.45 1.96 3.91
2021 -1.64 1.88 2.64 -0.86 -0.48 -1.14 2.50 -0.64 -1.44 -0.83 0.50 -1.59 -1.10
2022 -1.38 0.41 2.71 4.95 0.91 -2.11 -0.19 -4.14 3.54 3.22 -1.53 -2.24 4.15
2023 -2.29 -5.09 0.36 -0.30 -2.95 0.39 1.05 -0.33 0.39 2.45 - - -6.32

CORRELATION

PCM Absolute Bond IndexSM Barclays Global Aggregate TR USD
0.32

STATISTICAL SUMMARY

Jan-2007 : Oct-2023
STATISTICS PCM Absolute Bond IndexSM Barclays Global Aggregate TR USD
Total Rate of Return 61.84% 34.91%
Compounded Annual Growth Rate 3.05% 1.89%
Annual Standard Deviation 5.29% 6.86%
Worst Draw Down -13.60% -24.20%
Best Month 5.47% 6.21%
Worst Month -5.09% -5.48%
Sharpe Ratio 0.64 0.31
Growth of $100,000 $ 161843 $ 134911