PIMCO TRENDS Managed Futures Strategy Fund (PQTPX)
The investment seeks positive, risk-adjusted returns, consistent with prudent investment management. The fund seeks to achieve its investment objective by pursuing a quantitative trading strategy intended to capture the persistence of price trends (up and/or down) observed in global financial markets and commodities. It will invest under normal circumstances in derivative instruments linked to interest rates, currencies, mortgages, credit, commodities (including individual commodities and commodity indices), equity indices and volatility-related instruments.
Fund Info
US72201U4638
Dec 30, 2013
$1,000,000
Large-Cap
Blend
Expense Ratio
PQTPX has a high expense ratio of 1.51%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO TRENDS Managed Futures Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
PIMCO TRENDS Managed Futures Strategy Fund had a return of 0.00% year-to-date (YTD) and -2.17% in the last 12 months. Over the past 10 years, PIMCO TRENDS Managed Futures Strategy Fund had an annualized return of 2.11%, while the S&P 500 had an annualized return of 11.27%, indicating that PIMCO TRENDS Managed Futures Strategy Fund did not perform as well as the benchmark.
PQTPX
0.00%
1.77%
-2.17%
-2.17%
4.70%
2.11%
^GSPC (Benchmark)
-0.22%
-3.00%
5.99%
24.74%
12.68%
11.27%
Monthly Returns
The table below presents the monthly returns of PQTPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.93% | 2.74% | 1.65% | 1.45% | -2.76% | -2.75% | -0.94% | -3.33% | 1.18% | -3.89% | 2.12% | 2.67% | -3.08% |
| 2023 | 0.72% | -0.09% | -7.03% | 1.91% | 3.76% | 0.00% | -2.26% | -3.89% | 4.34% | 1.02% | -5.85% | 3.88% | -4.21% |
| 2022 | 0.17% | 3.12% | 5.60% | 6.59% | -1.28% | 4.32% | -4.53% | 0.78% | 6.94% | -0.07% | -9.00% | -1.73% | 10.08% |
| 2021 | -0.49% | 1.57% | 2.03% | 1.61% | 2.42% | 0.83% | 1.18% | 1.79% | 3.27% | 2.91% | -4.82% | 0.76% | 13.56% |
| 2020 | -1.62% | 2.36% | 6.22% | -0.76% | -0.28% | -3.04% | 3.21% | -1.07% | -2.84% | 0.10% | 1.74% | 4.26% | 8.13% |
| 2019 | -3.95% | 0.42% | 3.84% | 1.42% | -0.60% | 0.43% | 2.32% | 2.95% | -4.27% | -1.31% | 0.20% | 1.70% | 2.84% |
| 2018 | 3.30% | -6.00% | 1.17% | -0.95% | -0.21% | 1.73% | -1.15% | 1.69% | -3.11% | 0.97% | 0.64% | 4.63% | 2.29% |
| 2017 | -1.58% | 0.96% | -0.74% | 0.11% | 0.43% | -2.44% | 2.50% | 1.70% | -2.09% | 2.99% | 0.52% | 0.00% | 2.22% |
| 2016 | 3.37% | 6.42% | -2.77% | -1.32% | -2.16% | 1.47% | 1.25% | -0.31% | -1.85% | -1.78% | -0.00% | 1.17% | 3.15% |
| 2015 | 3.30% | -0.98% | -0.00% | -3.23% | -3.98% | 0.21% | -0.49% | -1.28% | 3.27% | -3.85% | 0.10% | -3.36% | -10.13% |
| 2014 | 0.40% | 1.30% | -0.10% | 1.97% | 2.70% | 1.28% | 0.65% | 4.16% | 1.89% | -1.13% | 4.76% | -1.73% | 17.16% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PQTPX is 7, meaning it’s performing worse than 93% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
PIMCO TRENDS Managed Futures Strategy Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $1.51 | $0.15 | $0.43 | $0.25 | $0.03 | $0.02 | $0.00 | $0.63 | $0.79 |
Dividend yield | 0.00% | 0.00% | 0.00% | 13.52% | 1.29% | 4.18% | 2.49% | 0.31% | 0.21% | 0.00% | 6.79% | 7.28% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO TRENDS Managed Futures Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $1.04 | $1.51 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.15 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.09 | $0.43 |
| 2019 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.25 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.03 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.02 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.63 |
| 2014 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.77 | $0.79 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the PIMCO TRENDS Managed Futures Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PIMCO TRENDS Managed Futures Strategy Fund was 23.96%, occurring on Oct 9, 2024. The portfolio has not yet recovered.
The current PIMCO TRENDS Managed Futures Strategy Fund drawdown is 19.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.96% | Oct 25, 2022 | 492 | Oct 9, 2024 | — | — | — |
| -15.49% | Mar 16, 2015 | 922 | Nov 7, 2018 | 334 | Mar 10, 2020 | 1256 |
| -11.19% | Jun 15, 2022 | 40 | Aug 11, 2022 | 42 | Oct 11, 2022 | 82 |
| -10.87% | Mar 24, 2020 | 129 | Sep 24, 2020 | 146 | Apr 26, 2021 | 275 |
| -6.15% | Oct 27, 2021 | 61 | Jan 24, 2022 | 27 | Mar 3, 2022 | 88 |
Volatility
Volatility Chart
The current PIMCO TRENDS Managed Futures Strategy Fund volatility is 2.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.