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PIA MBS Bond Fund PMTGX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PMTGX | Replication |
|---|---|---|
| Annualized growth | -0.4% | -0.3% |
| Annualized volatility | 6.3% | 6.2% |
| Sharpe ratio | -0.04 | -0.01 |
| Maximum drawdown | 16.1% | 16.3% |
| Replication fit (R²) | 0.98 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model PMTGX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 84.0% |
| AGG | FI · Aggregate | 8.1% |
| MUB | FI · Municipal | 4.7% |
| VGIT | FI · Intermediate Gov | 3.2% |