PIMCO RAFI Performance

MFEM -- USA Etf  

USD 22.34  0.42  1.84%

The etf holds Beta of -0.0553 which implies as returns on market increase, returns on owning PIMCO RAFI are expected to decrease at a much smaller rate. During bear market, PIMCO RAFI is likely to outperform the market.. Although it is extremely important to respect PIMCO RAFI Dyn current trending patterns, it is better to be realistic regarding the information on 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 RAFI Dyn technical indicators you can now evaluate if the expected return of 0.0033% will be sustainable into the future.
Horizon     30 Days    Login   to change

PIMCO RAFI Dyn Relative Risk vs. Return Landscape

If you would invest  2,281  in PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF on November 13, 2018 and sell it today you would lose (5.07)  from holding PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF or give up 0.22% of portfolio value over 30 days. PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF is currently generating 0.0033% of daily expected returns and assumes 1.2775% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% 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 generate 0.97 times more return on investment than the market. However, the company is 1.03 times less risky than the market. It trades about 0.0 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

PIMCO RAFI Market Risk Analysis

Sharpe Ratio = 0.0025
Good Returns
Average Returns
Small Returns
Negative ReturnsMFEM

PIMCO RAFI Relative Performance Indicators

Estimated Market Risk
  actual daily
 11 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
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.

PIMCO RAFI Performance Rating

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


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.


Equity Alerts and Improvement Suggestions

The fund maintains 97.77% of its assets in stocks

PIMCO RAFI Performance Indicators

PIMCO RAFI Dyn Basic Price Performance Measures

Fifty Two Week Low22.2400
Fifty Two Week High28.3200

PIMCO RAFI Dividends

PIMCO RAFI Dyn Dividends Analysis

Check PIMCO RAFI Dyn dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see also Stocks Correlation. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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