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PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ)

ETF · Currency in USD
ISIN
US72201R8824
CUSIP
72201R882
Issuer
PIMCO
Inception Date
Oct 30, 2009
Region
North America (U.S.)
Category
Government Bonds
Expense Ratio
0.15%
Index Tracked
BofA Merrill Lynch Long Treasury Principal STRIPS Index
ETF Home Page
www.pimco.com
Asset Class
Bond

ZROZPrice Chart


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ZROZPerformance

The chart shows the growth of $10,000 invested in PIMCO 25+ Year Zero Coupon US Treasury Index Fund on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $31,638 for a total return of roughly 216.38%. All prices are adjusted for splits and dividends.


ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund)
Benchmark (S&P 500)

ZROZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.85%0.43%
6M15.15%9.37%
YTD-3.53%22.33%
1Y-3.80%26.59%
5Y9.56%15.74%
10Y6.21%14.46%

ZROZMonthly Returns Heatmap


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ZROZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current PIMCO 25+ Year Zero Coupon US Treasury Index Fund Sharpe ratio is -0.20. 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.

The chart below displays rolling 12-month Sharpe Ratio.


ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund)
Benchmark (S&P 500)

ZROZDividends

PIMCO 25+ Year Zero Coupon US Treasury Index Fund granted a 1.57% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $2.45 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$2.45$2.74$2.96$3.27$3.07$2.63$3.26$2.40$3.55$3.45$3.34$3.29

Dividend yield

1.57%1.68%2.22%2.91%2.53%2.42%2.98%2.00%4.28%3.16%2.99%4.55%

ZROZDrawdowns Chart

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


ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund)
Benchmark (S&P 500)

ZROZWorst Drawdowns

The table below shows the maximum drawdowns of the PIMCO 25+ Year Zero Coupon US Treasury Index Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the PIMCO 25+ Year Zero Coupon US Treasury Index Fund is 32.28%, recorded on Aug 21, 2013. It took 331 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.28%Jul 26, 2012269Aug 21, 2013331Dec 12, 2014600
-30.6%Mar 10, 2020259Mar 18, 2021
-28.86%Aug 27, 2010116Feb 10, 2011125Aug 10, 2011241
-25.82%Feb 2, 2015102Jun 26, 2015252Jun 27, 2016354
-25.21%Jul 11, 2016111Dec 14, 2016660Aug 1, 2019771
-18.35%Oct 4, 201118Oct 27, 201136Dec 19, 201154
-17.46%Dec 20, 201161Mar 19, 201242May 17, 2012103
-12.22%Aug 29, 201951Nov 8, 201969Feb 20, 2020120
-9.16%Jan 22, 201051Apr 6, 201020May 4, 201071
-9.1%Aug 11, 20111Aug 11, 20115Aug 18, 20116

ZROZVolatility Chart

Current PIMCO 25+ Year Zero Coupon US Treasury Index Fund volatility is 29.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund)
Benchmark (S&P 500)

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