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PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund PMBS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PMBS | Replication |
|---|---|---|
| Annualized growth | -0.2% | -0.2% |
| Annualized volatility | 6.6% | 6.3% |
| Sharpe ratio | 0.01 | -0.01 |
| Maximum drawdown | 17.7% | 16.6% |
| Replication fit (R²) | 0.95 · Tracking error 1.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model PMBS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 87.1% |
| AGG | FI · Aggregate | 6.3% |
| MUB | FI · Municipal | 3.5% |
| PFF | FI · Preferred | 3.1% |