|Horizon||30 Days Login to change|
PIMCO GlS Market Sensitivity
PIMCO GlS TRENDS Technical Analysis
PIMCO GlS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GlS has beta of 0.005 suggesting as returns on market go up, PIMCO GlS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PIMCO GlS TRENDS Mgd Futrs Str E Acc will be expected to be much smaller as well. Moreover, PIMCO GlS TRENDS Mgd Futrs Str E Acc has an alpha of 0.0306 implying that it can potentially generate 0.0306% excess return over DOW after adjusting for the inherited market risk (beta).
PIMCO GlS Return VolatilityPIMCO GlS TRENDS Mgd Futrs Str E Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3062% risk (volatility on return distribution) over the 30 days horizon.