Performance analysis of ZROZ (PIMCO 25+ YEAR ZERO COUPON U.S. TREASURY INDEX EXCHANGE-TRADED FUND)
Annual Return
Over the past 3 years, ZROZ has had an average annual return of -7.23%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, ZROZ has had an average annual return of -11.21%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, ZROZ has had an average annual return of -4.11%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Nov 4, 2009, ZROZ has had an average annual return of +2.13%, underperforming the benchmark SPY, which returned +14.71% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.60% | -1.86% | -16.13% | +1.22% | -41.30% | -5.24% | +24.56% | +21.24% | -5.41% | +14.76% | +2.05% | -6.10% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | ||||||
| +48.75% | -20.91% | +0.98% | +60.28% | +9.87% | -6.29% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.87% | +7.32% | -6.35% | -1.72% | +0.75% | +0.77% | -0.60% | ||||||
| 2025 | -1.05% | +8.56% | -2.82% | -3.14% | -6.02% | +3.97% | -2.13% | -1.99% | +6.89% | +2.24% | -0.54% | -4.73% | -1.86% |
| 2024 | -5.53% | -2.65% | +0.99% | -10.28% | +4.06% | +2.51% | +4.67% | +3.69% | +2.21% | -7.47% | +2.37% | -10.21% | -16.13% |
| 2023 | +10.54% | -6.12% | +5.69% | +0.06% | -4.61% | +1.43% | -4.07% | -5.15% | -12.40% | -9.14% | +16.02% | +13.44% | +1.22% |
| 2022 | -4.44% | -2.78% | -6.27% | -13.43% | -3.99% | -1.28% | +2.16% | -5.04% | -10.90% | -10.39% | +9.96% | -3.54% | -41.30% |
| 2021 | -5.43% | -8.61% | -6.61% | +3.61% | +0.17% | +6.50% | +5.21% | -0.39% | -3.91% | +4.64% | +3.97% | -3.06% | -5.24% |
| 2020 | +11.16% | +9.85% | +7.33% | +2.65% | -3.63% | +0.52% | +6.82% | -7.55% | +0.52% | -4.90% | +2.72% | -1.44% | +24.56% |
| 2019 | +0.67% | -2.25% | +8.06% | -3.19% | +10.92% | +0.52% | +0.51% | +17.59% | -4.15% | -1.58% | -0.43% | -4.87% | +21.24% |
| 2018 | -4.80% | -4.97% | +4.66% | -3.17% | +3.33% | +0.98% | -2.15% | +1.75% | -4.41% | -5.78% | +2.74% | +7.35% | -5.41% |
| 2017 | +1.08% | +2.34% | -1.18% | +1.30% | +3.33% | +1.55% | -1.57% | +5.16% | -3.33% | +0.38% | +1.29% | +3.83% | +14.76% |
Drawdown analysis of ZROZ (PIMCO 25+ YEAR ZERO COUPON U.S. TREASURY INDEX EXCHANGE-TRADED FUND)
The maximum drawdown for the ZROZ was -62.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.
The current ZROZ drawdown is -59.73%.
Since Nov 4, 2009 ZROZ has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 5 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.94% | Mar 9, 2020 | 911 | Oct 19, 2023 | Ongoing | Ongoing | Ongoing |
| -32.29% | Jul 25, 2012 | 269 | Aug 21, 2013 | 330 | Dec 11, 2014 | 599 |
| -28.88% | Aug 26, 2010 | 116 | Feb 10, 2011 | 125 | Aug 10, 2011 | 241 |
| -25.82% | Jan 30, 2015 | 102 | Jun 26, 2015 | 252 | Jun 27, 2016 | 354 |
| -25.21% | Jul 8, 2016 | 111 | Dec 14, 2016 | 661 | Aug 2, 2019 | 772 |
| -18.34% | Oct 3, 2011 | 18 | Oct 27, 2011 | 36 | Dec 19, 2011 | 54 |
| -17.48% | Dec 19, 2011 | 61 | Mar 19, 2012 | 42 | May 17, 2012 | 103 |
| -15.67% | Nov 27, 2009 | 87 | Apr 6, 2010 | 22 | May 6, 2010 | 109 |
| -12.22% | Aug 28, 2019 | 51 | Nov 8, 2019 | 69 | Feb 20, 2020 | 120 |
| -9.10% | Aug 10, 2011 | 1 | Aug 11, 2011 | 5 | Aug 18, 2011 | 6 |
| -8.29% | May 6, 2010 | 4 | May 12, 2010 | 6 | May 20, 2010 | 10 |
| -7.85% | Sep 22, 2011 | 3 | Sep 27, 2011 | 4 | Oct 3, 2011 | 7 |
| -7.18% | Aug 19, 2011 | 3 | Aug 24, 2011 | 7 | Sep 2, 2011 | 10 |
| -7.09% | Jun 1, 2012 | 7 | Jun 12, 2012 | 27 | Jul 20, 2012 | 34 |
| -6.88% | Jul 1, 2010 | 19 | Jul 29, 2010 | 12 | Aug 16, 2010 | 31 |
| -5.79% | May 21, 2010 | 8 | Jun 3, 2010 | 14 | Jun 23, 2010 | 22 |
| -4.41% | Dec 16, 2014 | 5 | Dec 23, 2014 | 6 | Jan 2, 2015 | 11 |
| -4.07% | Aug 15, 2019 | 5 | Aug 22, 2019 | 3 | Aug 27, 2019 | 8 |
| -3.02% | Sep 6, 2011 | 1 | Sep 7, 2011 | 2 | Sep 9, 2011 | 3 |
| -2.84% | Sep 12, 2011 | 3 | Sep 15, 2011 | 2 | Sep 19, 2011 | 5 |
| -2.43% | Jan 7, 2015 | 1 | Jan 8, 2015 | 2 | Jan 12, 2015 | 3 |
| -2.22% | May 18, 2012 | 2 | May 22, 2012 | 5 | May 30, 2012 | 7 |
| -1.79% | Mar 3, 2020 | 1 | Mar 4, 2020 | 1 | Mar 5, 2020 | 2 |
| -1.71% | Jan 20, 2015 | 2 | Jan 22, 2015 | 3 | Jan 27, 2015 | 5 |
| -1.63% | Nov 17, 2009 | 3 | Nov 20, 2009 | 4 | Nov 27, 2009 | 7 |