PCM Absolute Bond IndexSM
vs S&P Target Risk Conservative PR 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
S&P Target Risk Conservative PR USD (%) 1.91-12.576.575.241.894.324.641.82-3.112.867.33-5.4110.727.023.17-15.92-1.01
+/- 4.2419.734.49-0.558.891.33-6.33-0.05-6.087.27-3.783.89-8.28-3.11-4.2720.07-5.31

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 S&P Target Risk Conservative PR USD
0.14

STATISTICAL SUMMARY

Jan-2007 : Oct-2023
STATISTICS PCM Absolute Bond IndexSM S&P Target Risk Conservative PR USD
Total Rate of Return 61.84% 16.51%
Compounded Annual Growth Rate 3.05% 0.96%
Annual Standard Deviation 5.29% 7.22%
Worst Draw Down -13.60% -19.21%
Best Month 5.47% 5.26%
Worst Month -5.09% -8.38%
Sharpe Ratio 0.64 0.14
Growth of $100,000 $ 161843 $ 116507