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PSLDX(PIMCO StocksPLUS Long Duration Fund)=success

I checked this fund and it looks pretty good. More info (here)  The fund uses low-cost S&P 500 derivatives and backing this exposure with an actively managed portfolio of diversified long-duration bonds.  For the expense you get  2 funds stocks + LT bond. Basically you get about 200% exposure of SP500 + LT bond and why it should beat 50/50 (SPY/TLT).

So I checked it against 100% SPY + 100% TLT and PSLDX easily beat it.  It also beat QQQ,SPY

PV(link) also shows that 50/50 (SPY/TLT) had better performance than SPY with much lower volatility

PortfolioCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino Ratio
PSLDX16.55% 18.64%52.60%-33.13%-50.85% 0.881.32
50/50(TLT/SPY)9.72% 8.59%22.67%-3.08%-18.17% 1.041.66
QQQ15.89% 18.47%54.68%-41.73%-49.74% 0.861.35
SPY9.07% 15.65%32.31%-36.81%-50.80% 0.590.85

 

PSLDX bond portion looks like this

Fund NamePIMCO StocksPLUS® Long Duration Fund
Sector (%) - Market Value Weighted 1 
Government-Related:* 
US Treasury42.69
US TIPS1.09
US Agency7.24
Swaps and Liquid Rates 0.48
Total51.50
  
Securitized: 7 
Agency MBS8.54
Non-Agency MBS2.24
CMBS0.29
Asset Backed Securities0.20
Other0.10
Total11.37
  
Investment Grade Credit: 
Energy & Power5.72
Communication8.50
Finance10.03
Retail & Food3.11
Medical2.42
Commodity-Related0.97
Other16.62
Total47.37
  
High Yield Credit: 
Energy & Power0.43
Communication0.66
Finance0.40
Retail & Food0.08
Medical0.13
Commodity-Related0.00
Other0.70
Total2.41
  
Other: 
Convertibles0.00
Euro/Yankees0.58
Preferred Stock0.00
Supra National0.00
Other 21.29
Pooled Funds0.00
Total1.86

 

The biggest problem from here is that LT bond may not perform as well as before.

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Explorer ○

Re: PSLDX(PIMCO StocksPLUS Long Duration Fund)=success

Many many posts about this over on the boggleheads forum.

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