PIMCO GIS (Ireland) Alpha and Beta Analysis Overview

IE00BMTRWY37 -- Ireland Fund  

USD 10.84  0.05  0.46%

This module allows you to check different measures of market premium for PIMCO GIS US Short Term Inst USD Acc as well as systematic risk associated with investing in PIMCO GIS over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

PIMCO GIS Market Premiums

α0.15β0.04
30 days against DJI
Risk Adjusted Performance  

0.1046

Jensen Alpha  

0.0418

Total Risk Alpha  

0.025386

Sortino Ratio  

0.0

Treynor Ratio  

0.68

PIMCO GIS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare PIMCO GIS to competition

PIMCO GIS Fundamental Vs Peers

FundamentalsPIMCO GISPeer Average
Minimum Initial Investment10 M8.09 M
Cash Position Weight45.38 % 14.48 %
Bond Positions Weight40.57 % 14.72 %

PIMCO GIS Opportunities

PIMCO GIS Return and Market Media

The median price of PIMCO GIS for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 10.69 with a coefficient of variation of 84.52. The daily time series for the period is distributed with a sample standard deviation of 5.44, arithmetic mean of 6.44, and mean deviation of 5.15. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BMTRWY37

PIMCO GIS US Investor Sentiment

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