Index
Benchmark
How it works ?
- IQ Hedge Multi-Strategy Tracker ETF (EMB)
- 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)
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 Global Macro 3m Total Return IndexSM
vs iShares JPMorgan USD Emerg Markets Bond ETF
| YEAR | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PCM Global Macro 3m Total Return IndexSM (%) | 10.93 | 32.55 | 33.48 | 17.96 | 17.56 | 3.32 | 5.48 | -4.42 | -9.94 | 5.44 | 11.47 | -3.09 | 2.47 | -8.05 | -4.56 | 6.68 | 4.75 |
| iShares JPMorgan USD Emerg Markets Bond ETF (%) | 0.00 | -7.27 | 8.29 | 5.22 | 2.51 | 11.88 | -11.93 | 1.44 | -1.65 | 9.43 | 9.98 | -5.66 | 15.59 | 5.47 | -2.45 | -18.04 | -0.53 |
| +/- | 10.93 | 39.82 | 25.19 | 12.74 | 15.05 | -8.56 | 17.41 | -5.86 | -8.29 | -3.99 | 1.49 | 2.57 | -13.12 | -13.52 | -2.11 | 24.72 | 5.28 |
PCM Global Macro 3m Total Return IndexSM
Monthly Performance (%)
| YEAR | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | 0.05 | -0.49 | 1.21 | 3.20 | 1.98 | 0.01 | 0.97 | 0.64 | 0.67 | 4.20 | -1.56 | 0.05 | 10.93 |
| 2008 | 4.62 | 3.30 | -3.31 | -2.75 | 2.85 | 1.38 | 0.72 | 2.02 | 6.33 | 9.05 | 4.22 | 4.12 | 32.55 |
| 2009 | 1.42 | -0.14 | -3.41 | 6.16 | 14.98 | -0.64 | 4.41 | 2.94 | 5.72 | -3.91 | 6.71 | -0.76 | 33.48 |
| 2010 | -1.66 | 0.86 | 5.73 | 3.47 | -4.11 | 2.26 | -1.74 | 1.43 | 0.12 | 2.96 | 2.48 | 6.16 | 17.96 |
| 2011 | 1.29 | 3.57 | 3.00 | 6.92 | -4.15 | -0.75 | 1.23 | 2.27 | 2.11 | 0.30 | 0.49 | 1.28 | 17.56 |
| 2012 | 0.54 | 3.37 | 1.77 | -0.86 | -0.79 | -0.57 | 1.01 | -0.17 | 1.29 | -2.83 | 0.31 | 0.25 | 3.32 |
| 2013 | 0.89 | 0.37 | 2.95 | 1.18 | -1.93 | -1.75 | 0.33 | -0.63 | -0.29 | 2.94 | -0.20 | 1.62 | 5.48 |
| 2014 | -1.92 | 0.75 | -1.67 | 1.52 | 1.18 | 0.07 | -3.62 | 0.96 | -2.25 | 0.42 | 0.64 | -0.50 | -4.42 |
| 2015 | 0.55 | -1.55 | -0.56 | -1.61 | 0.10 | -1.03 | -4.14 | -0.35 | 1.42 | -0.34 | -0.05 | -2.38 | -9.94 |
| 2016 | 0.01 | 1.28 | 0.28 | 0.55 | -1.00 | 1.92 | -1.22 | 0.58 | -0.12 | -0.61 | 2.06 | 1.71 | 5.44 |
| 2017 | 1.06 | 1.89 | -0.61 | 1.64 | 2.64 | -0.27 | 2.63 | 0.24 | -0.50 | 1.32 | 1.17 | 0.26 | 11.47 |
| 2018 | 4.74 | -4.84 | -0.90 | 1.31 | 0.21 | -0.22 | 0.32 | 1.48 | -1.35 | -3.07 | -0.34 | -0.43 | -3.09 |
| 2019 | 1.48 | 0.76 | -2.27 | 0.71 | -0.88 | 0.58 | 0.92 | 3.29 | -3.75 | -0.82 | 1.67 | 0.78 | 2.47 |
| 2020 | -5.01 | -0.52 | 0.28 | -5.67 | -0.59 | 1.85 | 7.16 | -1.83 | -5.36 | -0.49 | 2.10 | 0.03 | -8.05 |
| 2021 | -0.01 | 7.12 | 1.70 | -2.14 | -0.64 | -2.92 | 0.88 | -1.00 | -2.72 | 0.38 | -3.05 | -2.16 | -4.56 |
| 2022 | -2.28 | 4.45 | 6.26 | 3.44 | 0.12 | -4.40 | -1.87 | 0.09 | 5.15 | 1.39 | -5.25 | -0.42 | 6.68 |
| 2023 | 4.31 | -5.35 | 0.36 | -1.13 | -1.81 | 3.18 | 1.63 | -1.14 | 3.32 | 1.38 | - | - | 4.75 |
CORRELATION
| PCM Global Macro 3m Total Return IndexSM | iShares JPMorgan USD Emerg Markets Bond ETF |
|---|---|
| 0.01 | |
STATISTICAL SUMMARY
Jan-2007 : Oct-2023
| STATISTICS | PCM Global Macro 3m Total Return IndexSM | iShares JPMorgan USD Emerg Markets Bond ETF |
|---|---|---|
| Total Rate of Return | 213.01% | 17.18% |
| Compounded Annual Growth Rate | 7.39% | 1.00% |
| Annual Standard Deviation | 13.01% | 9.08% |
| Worst Draw Down | -19.65% | -27.75% |
| Best Month | 14.98% | 15.17% |
| Worst Month | -5.67% | -19.77% |
| Sharpe Ratio | 0.54 | 0.13 |
| Growth of $100,000 | $ 313014 | $ 117178 |