PIMCO Emerging Jensen Alpha 
PELPX  USA Fund  USD 6.92 0.01 0.14% 
Symbol 
 =  (0.015805) 
ER[a]  =  Expected return on investing in PIMCO Emerging 
ER[b]  =  Expected return on market index or selected benchmark 
BETA  =  Beta coefficient between PIMCO Emerging and the market 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Jensen Alpha Comparison
PIMCO Emerging Markets Local Cu is rated below average in jensen alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return  Risk Free Rate)]. Anything remaining over and above is alpha.Jensen Alpha 

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PIMCO Emerging Technical Signals
All PIMCO Emerging Technical Indicators
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Pattern Recognition  
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Statistic Functions  
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Risk Adjusted Performance  0.0036  
Market Risk Adjusted Performance  (0.025652)  
Mean Deviation  0.2996  
Semi Deviation  0.3252  
Downside Deviation  0.419  
Coefficient Of Variation  5938.89  
Standard Deviation  0.3919  
Variance  0.1536  
Information Ratio  (0.34)  
Jensen Alpha  (0.015805)  
Total Risk Alpha  (0.07)  
Sortino Ratio  (0.32)  
Treynor Ratio  (0.035652)  
Maximum Drawdown  1.74  
Value At Risk  (0.57)  
Potential Upside  0.5772  
Downside Variance  0.1756  
Semi Variance  0.1058  
Expected Short fall  (0.39)  
Skewness  0.3711  
Kurtosis  0.2737 
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