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PIMCO TRENDS Managed Futures Strategy Fund (PQTPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US72201U4638

Issuer

PIMCO

Inception Date

Dec 30, 2013

Min. Investment

$1,000,000

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PQTPX has a high expense ratio of 1.51%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PQTPX vs. DBMF
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Performance

Performance Chart


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S&P 500

Returns By Period

PIMCO TRENDS Managed Futures Strategy Fund (PQTPX) returned -9.93% year-to-date (YTD) and -15.25% over the past 12 months. Over the past 10 years, PQTPX returned 2.06% annually, underperforming the S&P 500 benchmark at 10.85%.


PQTPX

YTD

-9.93%

1M

-2.71%

6M

-7.62%

1Y

-15.25%

3Y*

-6.64%

5Y*

1.90%

10Y*

2.06%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.83%-2.36%-0.30%-3.03%-2.81%-9.93%
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%
20230.72%-0.09%-7.03%1.91%3.76%0.00%-2.26%-3.89%4.34%1.02%-5.85%3.88%-4.21%
20220.17%3.13%5.59%6.59%-1.28%4.32%-4.53%0.78%6.94%-0.07%-9.00%-0.58%11.37%
2021-0.49%1.57%2.03%1.61%2.42%0.83%1.18%1.79%3.27%2.91%-4.82%1.89%14.83%
2020-1.62%2.36%6.22%-0.76%-0.29%-3.03%3.21%-1.07%-2.84%0.10%1.74%4.84%8.74%
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%2.83%
20183.31%-6.00%1.17%-0.95%-0.21%1.73%-1.15%1.70%-3.10%0.97%0.64%4.63%2.30%
2017-1.58%0.96%-0.74%0.11%0.43%-2.44%2.50%1.70%-2.10%3.00%0.52%0.00%2.21%
20163.37%6.41%-2.77%-1.32%-2.16%1.47%1.24%-0.31%-1.85%-1.78%0.00%1.17%3.15%
20153.30%-0.98%-0.00%-3.23%-3.98%0.16%-0.49%-1.28%3.22%-3.85%0.10%-2.70%-9.60%
20140.40%1.29%-0.10%1.97%2.70%1.28%0.65%4.16%1.88%-1.13%4.76%0.87%20.24%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PQTPX is 0, meaning it’s performing worse than 100% 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.


The Risk-Adjusted Performance Rank of PQTPX is 00
Overall Rank
The Sharpe Ratio Rank of PQTPX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of PQTPX is 00
Sortino Ratio Rank
The Omega Ratio Rank of PQTPX is 00
Omega Ratio Rank
The Calmar Ratio Rank of PQTPX is 11
Calmar Ratio Rank
The Martin Ratio Rank of PQTPX is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PIMCO TRENDS Managed Futures Strategy Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -1.80
  • 5-Year: 0.20
  • 10-Year: 0.21
  • All Time: 0.31

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of PIMCO TRENDS Managed Futures Strategy Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.00$0.00$0.00$1.65$0.28$0.49$0.25$0.03$0.02$0.00$0.70$1.12

Dividend yield

0.00%0.00%0.00%14.81%2.40%4.73%2.49%0.31%0.21%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$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$1.19$1.65
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$0.28
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$0.49
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$0.28$0.70
2014$0.02$0.00$0.00$0.01$0.00$0.00$1.10$1.12

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.


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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 27.86%, occurring on May 14, 2025. The portfolio has not yet recovered.

The current PIMCO TRENDS Managed Futures Strategy Fund drawdown is 26.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.86%Oct 25, 2022640May 14, 2025
-14.98%Mar 16, 2015922Nov 7, 2018334Mar 10, 20201256
-11.19%Jun 15, 202240Aug 11, 202242Oct 11, 202282
-10.87%Mar 24, 2020129Sep 24, 2020146Apr 26, 2021275
-5.37%Oct 27, 202124Nov 30, 202153Feb 15, 202277
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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