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ABC Company Retirement Plan
PIMCO Total Return Admin - PTRAX
Monitoring Rating: Pass
Objective
The investment seeks maximum total return, consistent with
preservation of capital and prudent investment management.
The fund invests at least 65% of its total assets in a diversified
portfolio of Fixed Income Instruments of varying maturities,
which may be represented by forwards or derivatives such as
options, futures contracts, or swap agreements. It invests
primarily in investment-grade debt securities, but may invest
up to 20% of its total assets in high yield securities. It may
invest up to 30% of its total assets in securities denominated
in foreign currencies, and may invest beyond this limit in U.S.
dollar-denominated securities of foreign issuers.
Statistics
Inception Date
05/11/1987
Manager Tenure
2.83
Assets($1000s)
$73,784,417
Net Exp Ratio
0.71
12b-1 Fees
0.25
Average Mkt Cap($1000s)
$1,470
# of Holdings
8,578
% of Assets in Top 10
117.33
Risk Characteristics
PTRAX Cat Avg
3 Yr Std Dev
3.28 2.80
5 Yr Std Dev
3.46 2.90
5 Yr Beta
1.08 0.93
5 Yr Alpha
0.13 0.38
5 Yr Sharpe
0.68 0.80
5 Yr Information Ratio
0.19 0.02
5 Yr Tracking Error
1.55 1.09
5 Yr Upside Capture
115.42 100.52
5 Yr Downside Capture
117.25 92.45
5 Yr Batting Avg
0.62 0.52
Excess Returns vs. Category/Index
vs BBgBarc US Agg Bond TR USD
vs Category Avg
3
2
1
0
-1
10-Yr
5-Yr
3-Yr
12-Month
3-Month
1.20
0.29
-0.16
2.22
0.29
1.38
0.05
0.10
0.97
0.25
Calendar Year Performance
2012
2013
2014
2015
2016
PTRAX
10.08
-2.17
4.43
0.48
2.34
Cat Avg
6.64
-1.44
5.34
-0.19
3.24
Index
4.21
-2.02
5.97
0.55
2.65
Cat Rank
6
69
80
26
74
Fixed Income Style
Quality
Duration
Maturity
Yield
PTRAX
-
5.12
7.56
-
Cat Avg
BelowB
5.46
8.07
3.17
Sector Allocation vs. Category
50
0
-50
Government
Municipal
Corporate
Securitized
Cash&Equivalents
Derivatives
21.46
0.12
-7.83
24.39
-31.10
-5.66
+/-Category Avg
Asset Allocation
Other (0.40%)
Non-US Bonds (30.51%)
US Bonds (69.10%)
Non-US Stocks (0.00%)
US Stocks (0.00%)
Cash (0.00%)