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 GIS Total which you can use to evaluate future volatility of the fund. Please check PIMCO GIS Total Risk Adjusted Performance of 0.1822 and Semi Deviation of 7.15 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Moves completely opposite to market
|Horizon||30 Days Login to change|
PIMCO GIS Market Sensitivity
|As returns on market increase, returns on owning PIMCO GIS are expected to decrease by larger amounts. On the other hand, during market turmoil, PIMCO GIS is expected to significantly outperform it. 2 Months Beta |Analyze PIMCO GIS Total Demand TrendCheck current 30 days PIMCO GIS correlation with market (DOW)|
β = -883.1575
PIMCO GIS Central Daily Price Deviation
PIMCO GIS Total Technical Analysis
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PIMCO GIS Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO GIS Total Ret Bd Ins GBP Hdg has beta of -883.1575 . This indicates as returns on its benchmark rise, returns on holding PIMCO GIS Total Ret Bd Ins GBP Hdg are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, PIMCO GIS is expected to outperform its benchmark. In addition to that, The company has an alpha of 763.2622 implying that it can potentially generate 763.2622% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||763.26|
|Beta against DOW||=||883.16|
PIMCO GIS Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
PIMCO GIS Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than PIMCO GIS Total Ret Bd Ins GBP Hdg. 0% of all equities and portfolios are less risky than PIMCO GIS. Compared to the overall equity markets, volatility of historical daily returns of PIMCO GIS Total Ret Bd Ins GBP Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PIMCO GIS Total Ret Bd Ins GBP Hdg to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of PIMCO GIS to be traded at p;925.12 in 30 days. . As returns on market increase, returns on owning PIMCO GIS are expected to decrease by larger amounts. On the other hand, during market turmoil, PIMCO GIS is expected to significantly outperform it.
PIMCO GIS correlation with market
PIMCO GIS Current Risk Indicators
|Risk Adjusted Performance||0.1822|
|Market Risk Adjusted Performance||(0.75)|
|Coefficient Of Variation||378.03|
PIMCO GIS Suggested Diversification Pairs