PIMCO Foreign Backtesting

PFUAX -- USA Fund  

USD 9.75  0.01  0.10%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of PIMCO Foreign Bond A and determine expected loss or profit from investing in PIMCO Foreign over given investment horizon. Additionally take a look at PIMCO Foreign Hype Analysis, PIMCO Foreign Correlation, Portfolio Optimization, PIMCO Foreign Volatility as well as analyze PIMCO Foreign Alpha and Beta and PIMCO Foreign Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

PIMCO Foreign 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 30 days
September 23, 2018
0.00
If you would invest  0.00  in PIMCO Foreign on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding PIMCO Foreign Bond A or generate 0.0% return on investment in PIMCO Foreign over 30 days. PIMCO Foreign is related to or competes with Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Templeton Global, Templeton Global, and Templeton Global. The investment seeks maximum total return, consistent with preservation of capital and prudent investment management

PIMCO Foreign Upside/Downside Indicators

Downside Deviation0.5084
Information Ratio0.49
Maximum Drawdown1.03
Value At Risk0.52
Potential Upside0.516
  

PIMCO Foreign Market Premium Indicators

Risk Adjusted Performance0.001916
Jensen Alpha0.038191
Total Risk Alpha0.14
Sortino Ratio0.35
Treynor Ratio0.05

PIMCO Foreign Bond Backtested Returns

We consider PIMCO Foreign not too risky. PIMCO Foreign Bond maintains Sharpe Ratio (i.e. Efficiency) of 0.0185 which implies PIMCO Foreign Bond had 0.0185% of return per unit of volatility over the last 1 month. Our approach towards forecasting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PIMCO Foreign Bond which you can use to evaluate future volatility of the fund. Please check PIMCO Foreign Bond Risk Adjusted Performance of 0.001916 and Semi Deviation of 0.3929 to confirm if risk estimate we provide are consistent with the epected return of 0.0056%. The fund holds Beta of 0.1734 which implies as returns on market increase, PIMCO Foreign returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO Foreign will be expected to be smaller as well.. Although it is extremely important to respect PIMCO Foreign Bond 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 fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting PIMCO Foreign Bond technical indicators you can now evaluate if the expected return of 0.0056% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.72) 

Almost perfect reverse predictability

PIMCO Foreign Bond A has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PIMCO Foreign time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 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 Foreign Bond price movement. The serial correlation of -0.72 indicates that around 72.0% of current PIMCO Foreign price fluctuation can be explain by its past prices. Given that PIMCO Foreign Bond A has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of PIMCO Foreign for similar time interval.
Correlation Coefficient-0.72
Spearman Rank Test-0.78
Residual Average0.0
Price Variance0.0

PIMCO Foreign Bond lagged returns against current returns

 Current and Lagged Values 
      Timeline 

PIMCO Foreign regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

PIMCO Foreign Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - PFUAX

PIMCO Foreign Bond Investor Sentiment

Most of Macroaxis users are at this time bullish on PIMCO Foreign Bond A. What is your perspective on investing in PIMCO Foreign Bond A? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally take a look at PIMCO Foreign Hype Analysis, PIMCO Foreign Correlation, Portfolio Optimization, PIMCO Foreign Volatility as well as analyze PIMCO Foreign Alpha and Beta and PIMCO Foreign Performance. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.
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