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Performance analysis of PCM (PCM Fund)

Annual Return

Over the past 3 years, PCM has had an average annual return of -4.23%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, PCM has had an average annual return of -3.69%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, PCM has had an average annual return of +5.32%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Nov 1, 1999, PCM has had an average annual return of +7.16%, underperforming the benchmark SPY, which returned +8.56% annual.

202620252024202320222021202020192018201720162015
-2.68%-10.08%+8.83%+12.58%-18.99%+8.62%+3.06%+23.01%-4.44%+26.48%+25.57%-4.61%
201420132012201120102009200820072006200520042003
+0.03%+6.23%+22.96%+9.98%+53.40%+51.81%-30.75%-23.15%+11.18%+15.47%-1.60%+9.76%
2002200120001999
+11.63%+24.35%+10.39%-4.00%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026-1.09%+2.57%-5.35%+1.66%-0.13%-0.18%-2.68%
2025-10.96%-2.46%-0.55%-2.45%+1.26%+2.30%+1.01%+1.34%+6.71%-5.65%-0.74%+0.71%-10.08%
2024+2.25%+2.84%+1.69%+7.87%-7.98%-7.00%+4.45%+1.83%+4.40%+1.88%+0.50%-3.04%+8.83%
2023+16.72%+3.40%-8.94%+13.46%-4.15%+7.91%-0.76%-3.22%-1.35%-18.34%+8.33%+4.15%+12.58%
2022+1.12%+1.11%-5.02%+0.96%+0.49%-8.33%+5.97%+1.40%-17.74%+4.19%+6.52%-8.59%-18.99%
2021+5.14%-1.00%+4.82%+2.26%+1.76%+1.62%-2.88%+3.05%-2.48%-1.35%+1.25%-3.42%+8.62%
2020+2.63%-9.23%-23.99%+16.33%+3.10%+1.56%+0.74%+6.92%+2.22%-3.09%+10.96%+0.93%+3.06%
2019+3.55%+8.57%-0.16%+1.63%+1.87%+0.25%-1.35%+0.43%+1.28%+3.61%+2.20%-0.60%+23.01%
2018-7.74%+7.89%+0.44%+2.74%+2.43%-1.89%-0.00880%+1.84%-1.06%-5.93%+2.18%-4.40%-4.44%
2017+3.52%+1.17%-0.77%+3.06%+4.95%+4.64%+2.86%+1.94%+0.94%+3.98%-3.94%+1.73%+26.48%

Drawdown analysis of PCM (PCM Fund)

The maximum drawdown for the PCM was -64.85%, occurring on Mar 9, 2009. Recovery took 277 trading sessions.

The current PCM drawdown is -21.52%.

Since Nov 1, 1999 PCM has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 2 times
  • 30% or more: 2 times
  • 20% or more: 4 times
  • 10% or more: 11 times
DepthStartTo BottomBottomTo RecoverEndTotal
-64.85%Feb 5, 2007526Mar 9, 2009277Apr 14, 2010803
-47.67%Feb 21, 202021Mar 23, 2020204Jan 12, 2021225
-29.61%Aug 8, 202357Oct 27, 2023OngoingOngoingOngoing
-28.19%Aug 12, 2021296Oct 14, 2022202Aug 7, 2023498
-18.35%Apr 1, 200426May 10, 2004123Nov 3, 2004149
-17.91%Jul 1, 2014391Jan 20, 2016124Jul 18, 2016515
-16.04%May 10, 201370Aug 20, 2013202Jun 10, 2014272
-14.96%Sep 16, 200226Oct 22, 200250Jan 3, 200376
-14.39%Aug 16, 201885Dec 18, 201848Feb 28, 2019133
-13.54%Jul 5, 201124Aug 8, 201168Nov 11, 201192
-12.72%Nov 10, 201757Feb 5, 201860May 2, 2018117
-9.37%Nov 9, 20105Nov 16, 20107Nov 26, 201012
-9.28%Jun 13, 200336Aug 5, 200384Dec 3, 2003120
-8.92%Nov 12, 199926Dec 21, 1999141Jul 13, 2000167
-8.86%Oct 5, 201227Nov 15, 201232Jan 3, 201359
-8.68%Aug 22, 200118Sep 24, 200127Oct 31, 200145
-8.67%Sep 8, 201647Nov 14, 201624Dec 19, 201671
-8.62%Nov 26, 201013Dec 15, 201011Dec 31, 201024
-8.34%May 3, 20103May 6, 201027Jun 15, 201030
-8.10%Feb 28, 200519Mar 28, 200542May 25, 200561
-7.78%Nov 3, 200438Dec 29, 200420Jan 27, 200558
-7.25%Jun 14, 20025Jun 21, 200234Aug 9, 200239
-7.18%Aug 9, 201015Aug 30, 201020Sep 28, 201035
-6.67%Jun 18, 201822Jul 19, 201820Aug 16, 201842
-6.65%May 10, 20212May 12, 202113Jun 1, 202115