PIMCO GNMA & GS Fund I-3 (PANNX)
9.56
-0.01
(-0.10%)
USD |
Jan 15 2026
PANNX Max Drawdown (5Y): 17.67% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| American Century Ginnie Mae Fund I | 17.49% |
| DWS GNMA Fund Institutional | 17.40% |
| Voya GNMA Income Fund I | 14.97% |
| Vanguard GNMA Fund Admiral | 15.79% |
| Goldman Sachs US Mortgages Fund Institutional | 18.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7034 |
| Beta (5Y) | 1.043 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0208 |
| Beta (vs YCharts Benchmark) (5Y) | 0.98 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.61% |
| Historical Sharpe Ratio (5Y) | -0.4595 |
| Historical Sortino (5Y) | -0.6213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.54% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:PANNX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:PANNX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |