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PIMCO TRENDS Managed Futures Strategy Fund (PQTPX)

Mutual Fund · Currency in USD · Last updated Dec 7, 2023

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.

Summary

Fund Info

ISINUS72201U4638
IssuerPIMCO
Inception DateDec 30, 2013
CategorySystematic Trend
Minimum Investment$1,000,000
Asset ClassAlternatives

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The PIMCO TRENDS Managed Futures Strategy Fund has a high expense ratio of 1.51%, indicating higher-than-average management fees.


1.51%
0.00%2.15%

Share Price Chart


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Performance

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.


-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-5.25%
5.95%
PQTPX (PIMCO TRENDS Managed Futures Strategy Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with PQTPX

PIMCO TRENDS Managed Futures Strategy Fund

Return

PIMCO TRENDS Managed Futures Strategy Fund had a return of -6.36% year-to-date (YTD) and -6.60% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-6.36%18.49%
1 month1.45%4.20%
6 months-5.85%6.60%
1 year-6.60%15.43%
5 years (annualized)6.97%11.59%
10 years (annualized)N/A9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.76%0.00%-2.26%-3.89%4.34%1.02%-5.85%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PQTPX
PIMCO TRENDS Managed Futures Strategy Fund
-0.42
^GSPC
S&P 500
1.00

Sharpe Ratio

The current PIMCO TRENDS Managed Futures Strategy Fund Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.42
1.00
PQTPX (PIMCO TRENDS Managed Futures Strategy Fund)
Benchmark (^GSPC)

Dividend History

PIMCO TRENDS Managed Futures Strategy Fund granted a 9.96% dividend yield in the last twelve months. The annual payout for that period amounted to $1.04 per share.


PeriodTTM202220212020201920182017201620152014
Dividend$1.04$1.65$0.28$0.49$0.25$0.03$0.02$0.00$0.70$1.12

Dividend yield

9.96%14.80%2.40%4.73%2.49%0.32%0.20%0.00%7.57%10.30%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$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$0.09$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$1.19
2021$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.17
2020$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.13$0.00$0.00$0.15
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
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
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
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
2015$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.28
2014$0.02$0.00$0.00$0.01$0.00$0.00$1.10

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-17.81%
-5.15%
PQTPX (PIMCO TRENDS Managed Futures Strategy Fund)
Benchmark (^GSPC)

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 19.54%, occurring on Nov 21, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.54%Oct 25, 2022271Nov 21, 2023
-14.85%Mar 16, 2015922Nov 7, 2018204Sep 3, 20191126
-11.19%Jun 15, 202240Aug 11, 202242Oct 11, 202282
-10.87%Mar 24, 2020129Sep 24, 2020146Apr 26, 2021275
-6.73%Sep 4, 201933Oct 18, 201997Mar 10, 2020130

Volatility Chart

The current PIMCO TRENDS Managed Futures Strategy Fund volatility is 2.35%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.35%
2.92%
PQTPX (PIMCO TRENDS Managed Futures Strategy Fund)
Benchmark (^GSPC)