Index
Benchmark
How it works ?
- SPDR S&P 500 ETF (SPY)
- SPDR S&P 500 ETF (SPY)
- S&P Target Risk Conservative PR USD (SPTGCU)
- 60%-SPY / 40%-AGG
- WisdomTree Global High Dividend Fund (DEW)
- 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)
- FTSE World Government Bond Index (WGBI)
- S&P Global REIT Index TR USD (SPGRIT)
- IQ Hedge Multi-Strategy Tracker ETF (QAI)
The right side of the chart shows the period that our composite has been funded.
To view composite please see the PCM Composite tab above.
PCM Strategic Equity IndexSM
vs SPDR S&P 500 ETF
| YEAR | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PCM Strategic Equity IndexSM (%) | 20.74 | -2.58 | 39.98 | 17.74 | 3.09 | 13.43 | 21.98 | 13.05 | -15.80 | 3.47 | 23.37 | 4.26 | 9.30 | 33.23 | 20.73 | -9.57 | -0.29 |
| SPDR S&P 500 ETF (%) | 3.93 | -36.99 | 26.45 | 15.05 | 2.12 | 15.98 | 32.41 | 13.69 | 1.42 | 23.51 | 21.70 | -4.44 | 31.36 | 18.43 | 28.60 | -18.09 | 10.61 |
| +/- | 16.81 | 34.41 | 13.53 | 2.69 | 0.97 | -2.55 | -10.43 | -0.64 | -17.22 | -20.04 | 1.67 | 8.70 | -22.06 | 14.80 | -7.87 | 8.52 | -10.90 |
PCM Strategic Equity IndexSM
Monthly Performance (%)
| YEAR | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | 0.75 | -2.31 | 1.98 | 3.76 | 3.86 | 1.13 | 0.28 | 1.99 | 8.41 | 9.46 | -7.20 | -1.37 | 20.74 |
| 2008 | 1.65 | 1.03 | 0.25 | -0.84 | 2.18 | -8.57 | 0.43 | 2.02 | -3.49 | 1.10 | 1.10 | 0.56 | -2.58 |
| 2009 | -0.44 | -0.15 | 0.50 | 14.31 | 9.57 | -1.84 | 7.95 | 1.59 | 3.06 | -3.25 | 6.61 | 2.07 | 39.98 |
| 2010 | -5.05 | 3.74 | 7.97 | 1.89 | -7.46 | 0.42 | 0.19 | -3.59 | 5.94 | 4.68 | 1.65 | 7.36 | 17.74 |
| 2011 | 0.98 | 3.20 | 1.27 | 3.41 | -1.39 | -2.05 | 0.29 | -2.36 | -0.10 | 0.03 | -1.55 | 1.36 | 3.09 |
| 2012 | 5.37 | 4.49 | 0.96 | -0.92 | -5.91 | -0.10 | 0.22 | 1.84 | 1.71 | -1.99 | 2.17 | 5.59 | 13.43 |
| 2013 | 1.71 | 1.31 | 4.23 | 0.80 | -0.33 | -1.94 | 6.82 | -1.78 | 2.53 | 4.11 | 2.05 | 2.47 | 21.98 |
| 2014 | -3.56 | 4.85 | -0.95 | 0.76 | 1.37 | 2.23 | -0.08 | 4.48 | -1.07 | 2.36 | 3.74 | -1.08 | 13.05 |
| 2015 | -3.41 | -0.29 | -2.09 | 0.54 | -1.95 | -0.85 | -0.53 | -6.46 | 0.29 | -0.14 | 0.68 | -1.59 | -15.80 |
| 2016 | -5.23 | 0.11 | 0.14 | 0.51 | 1.31 | 0.16 | 3.30 | 1.42 | 1.65 | -3.03 | -0.02 | 3.15 | 3.47 |
| 2017 | 0.41 | 4.76 | 0.72 | 2.21 | 3.72 | -1.00 | 2.66 | 1.49 | 1.06 | 2.60 | 3.08 | 1.66 | 23.37 |
| 2018 | 7.02 | -2.67 | -3.41 | -0.23 | 3.26 | 0.87 | 2.68 | 2.82 | -1.30 | -5.92 | 0.38 | 0.76 | 4.26 |
| 2019 | 0.25 | 0.50 | 0.92 | 4.79 | -7.30 | 0.46 | 1.71 | -1.53 | 1.54 | 1.97 | 2.60 | 3.39 | 9.30 |
| 2020 | -0.03 | -6.99 | 1.24 | 0.27 | 3.26 | 4.03 | 7.80 | 8.96 | -4.69 | -1.07 | 13.62 | 6.83 | 33.23 |
| 2021 | 4.01 | 3.50 | 4.15 | 3.99 | 1.42 | -0.57 | 2.65 | 3.60 | -5.17 | -0.34 | 0.60 | 2.89 | 20.73 |
| 2022 | -4.29 | -1.81 | -1.40 | -0.50 | 0.60 | -0.59 | 0.41 | -2.73 | 0.17 | -0.01 | 4.15 | -3.57 | -9.57 |
| 2023 | 4.64 | -5.45 | -1.44 | 1.10 | -3.78 | 5.01 | 3.57 | -4.73 | 0.39 | 0.40 | - | - | -0.29 |
CORRELATION
| PCM Strategic Equity IndexSM | SPDR S&P 500 ETF |
|---|---|
| 0.60 | |
STATISTICAL SUMMARY
Jan-2007 : Oct-2023
| STATISTICS | PCM Strategic Equity IndexSM | SPDR S&P 500 ETF |
|---|---|---|
| Total Rate of Return | 523.64% | 348.43% |
| Compounded Annual Growth Rate | 12.12% | 9.83% |
| Annual Standard Deviation | 14.88% | 18.98% |
| Worst Draw Down | -20.23% | -50.95% |
| Best Month | 14.31% | 12.80% |
| Worst Month | -8.57% | -16.79% |
| Sharpe Ratio | 0.81 | 0.56 |
| Growth of $100,000 | $ 623636 | $ 448430 |