|Horizon||30 Days Login to change|
PIMCO Foreign Market Sensitivity
PIMCO Foreign Bond Technical Analysis
PIMCO Foreign Projected Return Density Against MarketAssuming 30 trading days horizon, PIMCO Foreign Bond A has beta of -0.0027 . This implies as returns on benchmark increase, returns on holding PIMCO Foreign are expected to decrease at a much smaller rate. During bear market, however, PIMCO Foreign Bond A is likely to outperform the market. Moreover, PIMCO Foreign Bond A has an alpha of 0.0041 implying that it can potentially generate 0.0041% excess return over DOW after adjusting for the inherited market risk (beta).
PIMCO Foreign Return VolatilityPIMCO Foreign Bond A shows 0.0% volatility of returns over 30 trading days. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.