PIMCO Sel (Ireland) Manager Performance Evaluation

F00000TQP0 -- Ireland Fund  

JPY 986.00  4.00  0.40%

The fund holds Beta of 0.0567 which implies as returns on market increase, PIMCO Sel returns are expected to increase less than the market. However during bear market, the loss on holding PIMCO Sel will be expected to be smaller as well. . Although it is extremely important to respect PIMCO Sel Eurodoll 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 Sel Eurodoll technical indicators you can now evaluate if the expected return of 0.1225% will be sustainable into the future.
Horizon     30 Days    Login   to change

PIMCO Sel Eurodoll Relative Risk vs. Return Landscape

If you would invest  98,000  in PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc on December 18, 2018 and sell it today you would earn a total of  600.00  from holding PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc or generate 0.61% return on investment over 30 days. PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc is generating 0.1225% of daily returns and assumes 0.2729% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than PIMCO Sel Eurodoll and 98% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, PIMCO Sel Eurodoll is expected to generate 0.13 times more return on investment than the market. However, the company is 7.41 times less risky than the market. It trades about 0.45 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

PIMCO Sel Current Valuation

Not valued
January 17, 2019
986.00
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
PIMCO Sel is Unknown risk asset. PIMCO Sel Eurodoll recent Real Value cannot be determined due to lack of data. The prevailing price of PIMCO Sel Eurodoll is ¥986.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of PIMCO Sel Eurodoll from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we support investing in undervalued entities and to dispose of overvalued entities since at some point future time stocks prices and their ongoing real values will merge together.

PIMCO Sel Market Risk Analysis

Sharpe Ratio = 0.4488
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PIMCO Sel Relative Performance Indicators

Estimated Market Risk
 0.27
  actual daily
 
 2 %
of total potential
 
2
Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
2
Risk-Adjusted Return
 0.45
  actual daily
 
 29 %
of total potential
 
29
Based on monthly moving average PIMCO Sel is performing at about 29% 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 Sel by adding it to a well-diversified portfolio.

PIMCO Sel Performance Rating

PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc Risk Adjusted Performance Analysis

29

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc are ranked lower than 29 (%) of all funds and portfolios of funds over the last 30 days.

PIMCO Sel Alerts

Equity Alerts and Improvement Suggestions

PIMCO Sel Eurodoll is not yet fully synchronised with the market data
The fund retains about 33.96% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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