PIMCO 1 Semi Deviation

PIMCO 1 5 Year US TIPS ETF -- USA Etf  

USD 51.92  0.02  0.0385%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
PIMCO 1 5 Year US TIPS ETF has current Semi Deviation of 0. Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level.
PIMCO 1 
Semi Deviation 
=  
SQRT(SV) 
 = 
0
SQRT =   Square root notation
SV =   PIMCO 1 semi variance of returns over selected period

Semi Deviation Comparison

PIMCO 1 5 Year US TIPS ETF is rated below average in semi deviation as compared to similar ETFs. It is rated fourth largest ETF in maximum drawdown as compared to similar ETFs .
Semideviation is the square root of semi variance. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare PIMCO 1 to competition
The fund invests at least 80 percent of its total assets in the component securities of the BofA Merrill Lynch 15 Year US InflationLinked Treasury Index SM . The underlying ind... more
NamePIMCO 1 5 Year US TIPS ETF
Macroaxis Advice
InstrumentUSA Etf ETF Directory
RegionNorth America
Investment IssuerPIMCO
ExchangeArchipelago Exchange
CurrencyUSD - US Dollar
IssuerPIMCO
DescriptionPIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund
Inception Date2009-08-20
BenchmarkBofAML US Trsy Infl Linked 1-5Y TR USD
Entity TypeRegulated Investment Company
Asset Under Management1.01 Billion
Average Trading Valume106,378
Asset TypeFixed Income
CategoryU.S. Government
FocusTIPS
Market ConcentrationDeveloped Markets
RegionNorth America
AdministratorState Street Bank and Trust Company
AdvisorPacific Investment Management Company LLC
CustodianState Street Bank and Trust Company
DistributorPIMCO Investments LLC
Portfolio ManagerJeremie Banet, Matthew P. Dorsten
Transfer AgentState Street Bank and Trust Company
Fiscal Year EndJune 30
ExchangeNYSE Arca, Inc.
Number of Constituents13.0
Market MakerVirtu Financial
Total Expense0.2
Management Fee0.2