PIMCO RAFI Performance

PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF -- USA Etf  

USD 25.99  0.23  0.88%

The etf holds Beta of 0.1562 which implies as returns on market increase, PIMCO RAFI returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO RAFI will be expected to be smaller as well.. Even though it is essential to pay attention to PIMCO RAFI Dyn current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis approach towards forecasting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. PIMCO RAFI Dyn exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

PIMCO RAFI Dyn Relative Risk vs. Return Landscape

If you would invest  2,690  in PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF on March 24, 2018 and sell it today you would lose (91.00)  from holding PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF or give up 3.38% of portfolio value over 30 days. PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF is currenly does not generate positive expected returns and assumes 1.1854% risk (volatility on return distribution) over the 30 days horizon. In different words, 10% of equities are less volatile than PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF and 99% 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 RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.19 times less risky than the market. the firm trades about -0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 of returns per unit of risk over similar time horizon.

Performance Rating

PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF Risk Adjusted Performance Analysis
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Risk-Adjusted Performance

Over the last 30 days PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

PIMCO RAFI Sharpe Ratio = -0.0633
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Estimated Market Risk
 1.19
  actual daily
 
 90 %
of total potential
  
Expected Return
 -0.07
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.06
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average PIMCO RAFI is performing at about 0% 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 RAFI by adding it to a well-diversified portfolio.
Please see also Stocks Correlation. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.