published on June 15, 2024 in Prominent Personality

PIMCO TRENDS MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS

Alpha 1 Year-8.16 Alpha 10 Years4.47 Alpha 3 Years0.18 Alpha 5 Years6.11 Average Gain 1 Year2.51 Average Gain 10 Years2.16 Average Gain 3 Years2.71 Average Gain 5 Years2.53 Average Loss 1 Year-3.07 Average Loss 10 Years-2.24 Average Loss 3 Years-3.29 Average Loss 5 Years-2.68 Batting Average 1 Year50.00 Batting Average 10 Years57.50 Batting Average 3 Years58.33 Batting Average 5 Years60.00 Beta 1 Year-24.24 Beta 10 Years9.72 Beta 3 Years-11.19 Beta 5 Years8.30 Capture Ratio Down 1 Year0.00 Capture Ratio Down 10 Years0.00 Capture Ratio Down 3 Years0.00 Capture Ratio Down 5 Years0.00 Capture Ratio Up 1 Year-71.30 Capture Ratio Up 10 Years274.00 Capture Ratio Up 3 Years127.44 Capture Ratio Up 5 Years278.47 Correlation 1 Year-9.03 Correlation 10 Years5.39 Correlation 3 Years-6.27 Correlation 5 Years5.01 High 1 Year11.35 Information Ratio 1 Year-0.83 Information Ratio 10 Years0.27 Information Ratio 3 Years0.07 Information Ratio 5 Years0.35 Low 1 Year10.29 Maximum Loss 1 Year-6.75 Maximum Loss 10 Years-16.45 Maximum Loss 3 Years-16.45 Maximum Loss 5 Years-16.45 Performance Current Year-1.58 Performance since Inception60.63 Risk adjusted Return 10 Years1.95 Risk adjusted Return 3 Years0.28 Risk adjusted Return 5 Years3.13 Risk adjusted Return Since Inception1.97 R-Squared (R²) 1 Year0.82 R-Squared (R²) 10 Years0.29 R-Squared (R²) 3 Years0.39 R-Squared (R²) 5 Years0.25 Sortino Ratio 1 Year-0.68 Sortino Ratio 10 Years0.50 Sortino Ratio 3 Years0.29 Sortino Ratio 5 Years0.64 Tracking Error 1 Year11.21 Tracking Error 10 Years9.99 Tracking Error 3 Years13.03 Tracking Error 5 Years11.42 Trailing Performance 1 Month-1.03 Trailing Performance 1 Week-0.19 Trailing Performance 1 Year-2.49 Trailing Performance 10 Years47.99 Trailing Performance 2 Years-8.05 Trailing Performance 3 Months-6.37 Trailing Performance 3 Years10.31 Trailing Performance 4 Years24.21 Trailing Performance 5 Years30.64 Trailing Performance 6 Months-0.66 Trailing Return 1 Month-2.64 Trailing Return 1 Year-3.78 Trailing Return 10 Years4.17 Trailing Return 2 Months-5.40 Trailing Return 2 Years-5.81 Trailing Return 3 Months-3.95 Trailing Return 3 Years4.09 Trailing Return 4 Years6.65 Trailing Return 5 Years6.17 Trailing Return 6 Months-0.56 Trailing Return 6 Years6.01 Trailing Return 7 Years5.78 Trailing Return 8 Years4.42 Trailing Return 9 Months-1.75 Trailing Return 9 Years3.90 Trailing Return Since Inception4.72 Trailing Return YTD - Year to Date-0.56 Treynor Ratio 1 Year0.28 Treynor Ratio 10 Years0.31 Treynor Ratio 3 Years-0.18 Treynor Ratio 5 Years0.55

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