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Collecting data for FADLX and PLDAX ...

Asset Comparison and Correlation

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Investment horizon: 
  30 Days    Login   to change
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 Frost Low Duration Bond A  vs   PIMCO Low Duration Admin
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Daily Returns (%)
FADLX   PLDAX   
 
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Timeline
Assuming 30 trading days horizon, Frost Low Duration Bond A is expected to generate about the same return on investment as PIMCO Low Duration Admin.But, Frost Low Duration Bond A is 1.4 times less risky than PIMCO. It trades about -0.2 of its potential returns per unit of risk. PIMCO Low Duration Admin is currently generating about -0.14 per unit of risk. If you would invest  1,052  in PIMCO Low Duration Admin on April 21, 2013 and sell it today you would lose (3.00) from holding PIMCO Low Duration Admin or give up 0.29% of portfolio value over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Frost Low Duration Bond A and PIMCO Low Duration Admin in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.62
Parameters
Time Period1 Month [change]
DirectionPositive PLDAX Moved Up vs FADLX
StrengthSignificant
Accuracy95.24%
ValuesDaily Returns
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Returns   
FADLX   PLDAX   

Frost Low Duration Bond A

Alpha
 
Profile
    
Frost
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Frost Low Duration Bond A has generated negative risk-adjusted returns adding no value to investors with long positions.
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Match ups for Frost

Vanguard ShortTerm InvestmentGrade I vs. Frost Low Duration Bond A
Vanguard ShortTerm InvestmentGrade Inv vs. Frost Low Duration Bond A
Vanguard ShortTerm InvestmentGrade Adm vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income I vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income F vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income R2 vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income A vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income R3 vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income C vs. Frost Low Duration Bond A
Lord Abbett Short Duration Income B vs. Frost Low Duration Bond A
  

PIMCO Low Duration Admin

Alpha
 
Profile
    
PIMCO
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days PIMCO Low Duration Admin has generated negative risk-adjusted returns adding no value to investors with long positions.
Check Performance
Backtest
Predict Price
    

Match ups for PIMCO

Vanguard ShortTerm InvestmentGrade I vs. PIMCO Low Duration Admin
Vanguard ShortTerm InvestmentGrade Inv vs. PIMCO Low Duration Admin
Vanguard ShortTerm InvestmentGrade Adm vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income I vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income F vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income R2 vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income A vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income R3 vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income C vs. PIMCO Low Duration Admin
Lord Abbett Short Duration Income B vs. PIMCO Low Duration Admin


 
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