PIMCO Equitiy Performance

PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity -- USA Etf  

USD 27.91  0.091  0.33%

The etf holds Beta of -0.613 which implies as returns on market increase, returns on owning PIMCO Equitiy are expected to decrease at a much smaller rate. During bear market, PIMCO Equitiy is likely to outperform the market.. Although it is vital to follow to PIMCO Equitiy Series current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. The approach towards forecasting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting PIMCO Equitiy Series technical indicators you can now evaluate if the expected return of 0.4151% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

PIMCO Equitiy Series Relative Risk vs. Return Landscape

If you would invest  2,581  in PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity on December 23, 2017 and sell it today you would earn a total of  210.5  from holding PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity or generate 8.16% return on investment over 30 days. PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity is currenly generating 0.4151% of daily expected returns and assumes 0.5737% risk (volatility on return distribution) over the 30 days horizon. In different words, 5% of equities are less volatile than PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity and 93% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity is expected to generate 1.24 times more return on investment than the market. However, the company is 1.24 times more volatile than its market benchmark. It trades about 0.72 of its potential returns per unit of risk. The DOW is currently generating roughly 0.63 per unit of risk.

PIMCO Equitiy Daily Price Distribution

The median price of PIMCO Equitiy for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 27.009 with a coefficient of variation of 2.8. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 26.71, and mean deviation of 0.65. The Etf received some media coverage during the period.
47 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in PIMCO Equitiy Series RAFI Dynamic Multi-Factor Emerging Markets Equity are ranked lower than 47 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

PIMCO Equitiy Sharpe Ratio = 0.7234
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Estimated Market Risk

 0.57
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.42
  actual daily
 
 8 %
of total potential
  

Risk-Adjusted Return

 0.72
  actual daily
 
 47 %
of total potential
  
Based on monthly moving average PIMCO Equitiy is performing at about 47% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PIMCO Equitiy by adding it to a well-diversified portfolio.