PIMCO RAFI Historical Price Analysis Overview

MFEM -- USA Etf  

USD 23.74  0.21  0.88%

Macroaxis considers PIMCO RAFI to be not too volatile. PIMCO RAFI Dyn maintains Sharpe Ratio (i.e. Efficiency) of -0.0139 which implies PIMCO RAFI Dyn had -0.0139% of return per unit of volatility over the last 1 month. Macroaxis approach towards forecasting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. PIMCO RAFI Dyn exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PIMCO RAFI Dyn Risk Adjusted Performance of 0.040129 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Performance History


Highest PriceAugust 29, 201824.43
Lowest PricSeptember 11, 201823.1401
The price series of PIMCO RAFI for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 has a statistical range of 24.43 with a coefficient of variation of 55.54. The daily prices for the period are spread out with arithmetic mean of 18.32. The median price for the last 30 days is 23.49
OpenHighLowCloseVolume
09/20/2018 23.74  24.16  23.74  23.95  1.00 
09/19/2018 23.90  24.83  23.87  23.95  32,219 
09/18/2018 23.69  24.60  23.64  23.74  10,578 
09/17/2018 23.49  23.55  23.47  23.49  7,725 
09/14/2018 23.61  23.66  23.57  23.61  8,620 
09/13/2018 23.66  23.66  23.52  23.58  13,754 
09/12/2018 23.22  23.41  23.14  23.41  2,109 
09/11/2018 23.05  23.16  23.01  23.14  5,858 
09/10/2018 23.25  23.28  23.17  23.21  13,750 
09/07/2018 23.42  23.47  23.32  23.35  7,402 
09/06/2018 23.44  23.44  23.17  23.44  7,201 
09/05/2018 23.33  23.41  23.33  23.36  5,823 
09/04/2018 23.64  23.64  23.56  23.57  14,771 
08/31/2018 24.07  24.07  23.94  24.07  8,237 
08/30/2018 24.31  24.55  24.31  24.43  1.00 
08/29/2018 24.26  24.43  24.26  24.43  4,631 
08/28/2018 24.44  24.44  24.30  24.31  10,380 
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