Pimco Commoditiesplus Risk Adjusted Performance
PCLAX Fund | USD 6.91 0.05 0.73% |
Pimco |
| = | 0.1619 |
ER[a] | = | Expected return on investing in Pimco Commoditiesplus |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Pimco Commoditiesplus Risk Adjusted Performance Peers Comparison
Pimco Risk Adjusted Performance Relative To Other Indicators
Pimco Moditiesplus Strategy is rated top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 15.65 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pimco Moditiesplus Strategy is roughly 15.65
Risk Adjusted Performance |
Compare Pimco Commoditiesplus to Peers |
Thematic Opportunities
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Pimco Commoditiesplus Technical Signals
All Pimco Commoditiesplus Technical Indicators
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Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1619 | |||
Market Risk Adjusted Performance | 5.79 | |||
Mean Deviation | 0.5292 | |||
Semi Deviation | 0.3558 | |||
Downside Deviation | 0.6903 | |||
Coefficient Of Variation | 379.03 | |||
Standard Deviation | 0.6401 | |||
Variance | 0.4097 | |||
Information Ratio | 0.1305 | |||
Jensen Alpha | 0.1568 | |||
Total Risk Alpha | 0.08 | |||
Sortino Ratio | 0.121 | |||
Treynor Ratio | 5.78 | |||
Maximum Drawdown | 2.53 | |||
Value At Risk | (0.93) | |||
Potential Upside | 0.9693 | |||
Downside Variance | 0.4765 | |||
Semi Variance | 0.1266 | |||
Expected Short fall | (0.64) | |||
Skewness | (0.31) | |||
Kurtosis | (0.73) |