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PIMCO Income Related Correlations

P
PONRX -- USA Fund  

USD 12.10  0.01  0.08%

Generate correlation matrix for PIMCO Income and other related equities to check the degree to which . PIMCO Income Fund Class R price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for PIMCO Income Fund Class R. To filter out specific equities, please toggle its corresponding legend item. Please check Your Equity Center.

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Correlations

Correlation Matchups

High positive correlations

Insignificant Correlation

Not Found

High negative correlations

Not Found

Performance Indicators

Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
 0.10  0.02 (0.28) (0.65)  0.00 (0.38) (0.15)  0.28 (0.19)  0.84 
 0.13  0.04 (0.12) (1.51)  0.00 (0.23) (0.30)  0.27 (0.26)  0.79 
 0.05  0.00 (0.52) (0.11)  0.00 (0.92) (0.12)  0.10 (0.10)  0.41 
 0.10  0.02 (0.20)  5.66  0.00 (0.37) (0.20)  0.31 (0.15)  0.93 
 0.12  0.02 (0.20) (2.01)  0.00 (0.33) (0.20)  0.31 (0.30)  1.08 
 0.10  0.02 (0.25)  4.33  0.00 (0.42) (0.17)  0.16 (0.15)  0.62 
 0.08  0.01 (0.23) (4.62)  0.00 (0.50) (0.13)  0.20 (0.20)  0.90 
 0.07  0.01 (0.24) (8.65)  0.00 (0.61) (0.11)  0.10 (0.10)  0.80 
 0.07  0.01 (0.52)  9.20  0.00 (0.68) (0.12)  0.18 (0.09)  0.45 
 0.08  0.01 (0.27)  0.49  0.00 (0.53) (0.13)  0.20 (0.10)  0.90