PIMCO 1 Performance

PIMCO 1 5 Year US TIPS ETF -- USA Etf  

USD 51.89  0.04  0.077%

The etf holds Beta of 0.028 which implies as returns on market increase, PIMCO 1 returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO 1 will be expected to be smaller as well.. Although it is extremely important to respect PIMCO 1 5 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 1 5 technical indicators you can now evaluate if the expected return of 0.0058% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

PIMCO 1 5 Relative Risk vs. Return Landscape

If you would invest  5,183  in PIMCO 1 5 Year US TIPS ETF on December 20, 2017 and sell it today you would earn a total of  6  from holding PIMCO 1 5 Year US TIPS ETF or generate 0.12% return on investment over 30 days. PIMCO 1 5 Year US TIPS ETF is currenly generating 0.0058% of daily expected returns and assumes 0.0606% risk (volatility on return distribution) over the 30 days horizon. In different words, 0% of equities are less volatile than PIMCO 1 5 Year US TIPS 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 1 5 Year US TIPS ETF is expected to generate 49.83 times less return on investment than the market. But when comparing it to its historical volatility, the company is 7.24 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.66 of returns per unit of risk over similar time horizon.

PIMCO 1 Realized Returns

PIMCO 1 Daily Price Distribution

The median price of PIMCO 1 for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 51.91 with a coefficient of variation of 0.08. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 51.91, and mean deviation of 0.04. The Etf received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in PIMCO 1 5 Year US TIPS ETF are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

PIMCO 1 Sharpe Ratio = 0.0957
Good Returns
Average Returns
Small Returns
Based on monthly moving average PIMCO 1 is performing at about 6% 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 1 by adding it to a well-diversified portfolio.


PIMCO 1 5 Dividends Analysis
Check PIMCO 1 5 dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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