PIMCO Sel (Ireland) Manager Performance Evaluation

F00000TQP0 -- Ireland Fund  

JPY 986.00  2.00  0.20%

The fund holds Beta of -0.1568 which implies as returns on market increase, returns on owning PIMCO Sel are expected to decrease at a much smaller rate. During bear market, PIMCO Sel is likely to outperform the market.. 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 0.1699% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

PIMCO Sel Eurodoll Relative Risk vs. Return Landscape

If you would invest  98,100  in PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc on July 20, 2018 and sell it today you would earn a total of  500.00  from holding PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc or generate 0.51% return on investment over 30 days. PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc is generating 0.1699% of daily returns and assumes 0.2943% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc and 97% 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 Hi Qual InstJPYHdgAcc is expected to generate 0.53 times more return on investment than the market. However, the company is 1.87 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

PIMCO Sel Current Valuation

Not valued
August 19, 2018
986.00
Market Value
0.00
Real Value
Target 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 = 0.5774
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PIMCO Sel Relative Performance Indicators

Estimated Market Risk
 0.29
  actual daily
 
 98 %
of total potential
  
Expected Return
 0.17
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average PIMCO Sel is performing at about 38% 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.

Performance Rating

PIMCO Sel Eurodoll Hi Qual InstJPYHdgAcc Risk Adjusted Performance Analysis
38 

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 38 (%) of all funds and portfolios of funds over the last 30 days.

PIMCO Sel Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 33.96% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.