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Pacer Trendpilot US Bond Index

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A strategy driven index that uses trend following to alternate exposure between a High Yield Corporate Bond Index and U.S. Treasury Bond Index.

Index Methodology

Index Facts | Index Statistics | Top 10 Holdings | Sector Breakdown | Hypothetical Growth |
Historical Performance | Calendar Year Returns
 


Current Exposure

Tracking: 100% T-Bond


Index Facts

as of 3/31/2020

Bloomberg Index Symbol PTBDTR
Exchange Index Symbol PTBDTR
Index Inception Date 9/9/2019
Base Index Value 100
Number of Components in Index 18
Total Return Index Closing Value ($) 955.93
Weighted Average-Index Market Cap ($Million) 1,579,552.3

Index Statistics

as of 3/31/2020

  High Yield Treasury Bond
Par Weighted Coupon 6.03% 2.57%
Weighted Average Years to Maturity 6.84 8.46
Modified Duration 4.67 7.67
SEC Yield N/A N/A
Yield to Maturity 9.80% 0.66%
Yield to Worst 9.76% 0.66%

There is no guarantee dividends will be paid.


Top Holdings

as of 3/31/2020

Holding Weight (%)
T-Bonds 100.00
   
   
   
   
   
   
   
   
   
Total 100.00

Sector Breakdown

as of 3/31/2020

Sector Weight (%)
N/A N/A
   
   
   
   
   
   
   
   
   
   
Total N/A

Hypothetical Growth of $10,000 (Gross of Fees)

12/29/1995 - 3/31/2020


 


Historical Performance and Volatility Comparison (%)

12/29/1995 - 3/31/2020

  Pacer Trendpilot US Bond Index S&P U.S. High Yield Corporate Bond Total Return Index S&P U.S. Treasury Bond 7-10 Year Total Return Index
Annualized Average Return 9.75 6.25 5.84
Annualized Volatility 4.61 3.96 6.19

Minimum and Maximum Calendar Year Returns (%)

12/29/1995 - 3/31/2020

  Pacer Trendpilot US Bond Index S&P U.S. High Yield Corporate Bond Total Return Index S&P U.S. Treasury Bond 7-10 Year Total Return Index
Maximum Return 40.06
(2009)
54.55
(2009)
18.13
(2008)
Minimum Return -0.88
(1999)
-25.99
(2018)
-6.11
(2013)

All Indexes shown are Total Return Indexes.

PAST PERFORMANCE (WHETHER RETROSPECTIVELY CALCULATED OR ACTUAL HISTORICAL) IS NOT INDICATIVE OF FUTURE RESULTS. YOU CANNOT INVEST DIRECTLY IN AN INDEX. FOR INSTITUTIONAL INVESTORS ONLY. NOT FOR USE WITH THE RETAIL PUBLIC.

This material is presented for general information purposes only, and does not constitute an offer to sell securities.

The information contained in this document is provided without express or implied warranties of any kind. To the fullest extent allowable by law, Index Design Group expressly disclaims any and all such warranties, including, but not limited to, implied warranties of merchantability and fitness for a particular purpose, and further disclaims all liability for errors and omissions in these materials and for the use or interpretation by others of information contained herein.

The Indexes and services offered by Index Design Group, LLC. are not guaranteed as far as return and/or principal and investors may, in fact, lose money. Investment professionals should review the appropriateness and suitability of any investment to ensure it meets the risk parameters of the client. This document is neither a solicitation or an offer to buy any interest in any of our offerings. Certain investments may be purchased only by qualified individuals or institutions.

Index performance returns are for illustrative purposes only and do not represent actual fund or portfolio performance. Investing involves risks, including possible loss of principal.