Pacific Funds Risk Analysis And Volatility

PFWDX -- USA Fund  

USD 11.64  0.15  1.31%

Macroaxis considers Pacific Funds to be somewhat reliable. Pacific Funds Small maintains Sharpe Ratio (i.e. Efficiency) of -0.0121 which implies the entity had -0.0121% of return per unit of risk over the last 3 months. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Pacific Funds Small exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Pacific Funds Small Coefficient Of Variation of (10,008) and Risk Adjusted Performance of (0.00713) to confirm risk estimate we provide.

90 Days Market Risk

Somewhat reliable

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

Pacific Funds Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Pacific Funds will likely underperform.
3 Months Beta |Analyze Pacific Funds Small Demand Trend
Check current 30 days Pacific Funds correlation with market (DOW)
β = 1.1684

Pacific Funds Central Daily Price Deviation

Pacific Funds Small Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Pacific Funds Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Pacific Funds Small moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Pacific Funds Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.1684 . This implies as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Pacific Funds will likely underperform. Moreover, The company has an alpha of 0.0043 implying that it can potentially generate 0.0043% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Pacific Funds is -8241.69. The daily returns are destributed with a variance of 1.81 and standard deviation of 1.35. The mean deviation of Pacific Funds Small Cap Growth is currently at 1.07. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.0043
β
Beta against DOW=1.17
σ
Overall volatility
=1.35
Ir
Information ratio =0.0003

Pacific Funds Return Volatility

the fund shows 1.3464% volatility of returns over 30 trading days. the entity inherits 0.989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Pacific Funds Investment Opportunity

Pacific Funds Small Cap Growth has a volatility of 1.35 and is 1.36 times more volatile than DOW. 12  of all equities and portfolios are less risky than Pacific Funds. Compared to the overall equity markets, volatility of historical daily returns of Pacific Funds Small Cap Growth is lower than 12 () of all global equities and portfolios over the last 30 days. Use Pacific Funds Small Cap Growth to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Pacific Funds to be traded at $12.8 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Pacific Funds will likely underperform.

Pacific Funds correlation with market

correlation synergy
Very poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Pacific Funds Small Cap Growth and equity matching DJI index in the same portfolio.

Pacific Funds Current Risk Indicators

Pacific Funds Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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