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
| ISIN | US72201U4638 |
|---|---|
| Issuer | PIMCO |
| Inception Date | Dec 30, 2013 |
| Category | Systematic Trend |
| Minimum Investment | $1,000,000 |
| Asset Class | Alternatives |
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.
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -6.36% | 18.49% |
| 1 month | 1.45% | 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/A | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.76% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
PQTPX PIMCO TRENDS Managed Futures Strategy Fund | -0.42 | ||||
^GSPC S&P 500 | 1.00 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2022 | 271 | Nov 21, 2023 | — | — | — |
| -14.85% | Mar 16, 2015 | 922 | Nov 7, 2018 | 204 | Sep 3, 2019 | 1126 |
| -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 |
| -6.73% | Sep 4, 2019 | 33 | Oct 18, 2019 | 97 | Mar 10, 2020 | 130 |
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.