PIMCO GIS (Ireland) Backtesting

IE00BDCR0092 -- Ireland Fund  

EUR 10.18  0.02  0.20%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of PIMCO GIS US Short Term Inst EUR H Acc and determine expected loss or profit from investing in PIMCO GIS over given investment horizon. Please also check PIMCO GIS Hype Analysis, PIMCO GIS Correlation, Portfolio Optimization, PIMCO GIS Volatility as well as analyze PIMCO GIS Alpha and Beta and PIMCO GIS Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

PIMCO GIS 'What if' Analysis

June 23, 2018
0.00
No Change 0.00  0.0%
In 30 days
July 23, 2018
0.00
If you would invest  0.00  in PIMCO GIS on June 23, 2018 and sell it all today you would earn a total of 0.00 from holding PIMCO GIS US Short Term Inst EUR H Acc or generate 0.0% return on investment in PIMCO GIS over 30 days. The investment objective of the US Short-Term Fund is to seek maximum current income consistent with the preservation of...

PIMCO GIS Upside/Downside Indicators

Information Ratio0.39
Maximum Drawdown0.692
Value At Risk0.1
Potential Upside0.4921
  

PIMCO GIS Market Premium Indicators

Risk Adjusted Performance0.1454
Jensen Alpha0.0594
Total Risk Alpha0.008
Treynor Ratio0.50

PIMCO GIS US Backtested Returns

Macroaxis considers PIMCO GIS to be not too risky. PIMCO GIS US maintains Sharpe Ratio (i.e. Efficiency) of -0.6706 which implies PIMCO GIS US had -0.6706% of return per unit of volatility over the last 1 month. Macroaxis approach towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. PIMCO GIS US exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PIMCO GIS US Risk Adjusted Performance of 0.1454 to confirm risk estimate we provide. The fund holds Beta of -0.0975 which implies as returns on market increase, returns on owning PIMCO GIS are expected to decrease at a much smaller rate. During bear market, PIMCO GIS is likely to outperform the market.. Even though it is essential to pay attention to PIMCO GIS US current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis approach towards forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. PIMCO GIS US exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

PIMCO GIS US Short Term Inst EUR H Acc has no correlation between past and present. Overlapping area represents the amount of predictability between PIMCO GIS time series from June 23, 2018 to July 8, 2018 and July 8, 2018 to July 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PIMCO GIS US price movement. The serial correlation of 0.0 indicates that just 0.0% of current PIMCO GIS price fluctuation can be explain by its past prices.
Average Price 10.21
Lagged Average Price 10.21

PIMCO GIS US lagged returns against current returns

 Current and Lagged Values 
      Timeline 

PIMCO GIS regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

PIMCO GIS Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - IE00BDCR0092

PIMCO GIS US Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in PIMCO GIS US Short Term Inst EUR H Acc. What is your perspective on investing in PIMCO GIS US Short Term Inst EUR H Acc? Are you bullish or bearish?
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Please also check PIMCO GIS Hype Analysis, PIMCO GIS Correlation, Portfolio Optimization, PIMCO GIS Volatility as well as analyze PIMCO GIS Alpha and Beta and PIMCO GIS Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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