Pimco Preferred Risk Adjusted Performance

PFNNX Fund  USD 8.87  0.01  0.11%   
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Pimco Preferred And has current Risk Adjusted Performance of 0.0501.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0501
ER[a] = Expected return on investing in Pimco Preferred
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Pimco Preferred Risk Adjusted Performance Peers Comparison

Pimco Risk Adjusted Performance Relative To Other Indicators

Pimco Preferred And is regarded third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  57.63  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pimco Preferred And is roughly  57.63 
Compare Pimco Preferred to Peers

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