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 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 0.6992 and Downside Deviation of 66.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|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 = -309.8621
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 -309.8621 . 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, PIMCO GIS Total Ret Bd Ins GBP Hdg has an alpha of 1055.4203 implying that it can potentially generate 1055.4203% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||1,055|
|Beta against DOW||=||309.86|
PIMCO GIS Return VolatilityPIMCO GIS Total Ret Bd Ins GBP Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.05 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 enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of PIMCO GIS to be traded at p;992.25 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