PIMCO RAFI Performance

MFEM -- USA Etf  

USD 23.49  0.46  1.92%

The etf holds Beta of 0.5687 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.. 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 0.0125% will be sustainable into the future.
Horizon     30 Days    Login   to change

PIMCO RAFI Dyn Relative Risk vs. Return Landscape

If you would invest  2,391  in PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF on August 21, 2018 and sell it today you would earn a total of  4.00  from holding PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF or generate 0.17% return on investment over 30 days. PIMCO RAFI Dyn Mlt Fctr Emrg Mkts Eq ETF is currently generating 0.0125% of daily expected returns and assumes 0.9726% risk (volatility on return distribution) over the 30 days horizon. In different words, 8% 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 8.58 times less return on investment than the market. In addition to that, the company is 2.41 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.27 per unit of volatility.

PIMCO RAFI Market Risk Analysis

Sharpe Ratio = 0.0128
Good Returns
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Negative ReturnsMFEM

PIMCO RAFI Relative Performance Indicators

Estimated Market Risk
  actual daily
 92 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  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.

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 96.82% of its assets in stocks

PIMCO RAFI Performance Indicators

PIMCO RAFI Dyn Basic Price Performance Measures

Fifty Two Week Low23.0150
Fifty Two Week High28.3200
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