Pimco All Asset Fund Market Value
| PATRX Fund | USD 10.56 0.03 0.28% |
| Symbol | Pimco |
Pimco All 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Pimco All's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Pimco All.
| 12/03/2022 |
| 11/28/2023 |
If you would invest 0.00 in Pimco All on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Pimco All Asset or generate 0.0% return on investment in Pimco All over 360 days. Pimco All is related to or competes with All Asset, All Asset, Pimco All, All Asset, All Asset, and Pimco All. The investment seeks maximum real return, consistent with preservation of real capital and prudent investment management More
Pimco All Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Pimco All's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Pimco All Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4712 | |||
| Information Ratio | (0.048451) | |||
| Maximum Drawdown | 1.73 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7744 |
Pimco All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco All's standard deviation. In reality, there are many statistical measures that can use Pimco All historical prices to predict the future Pimco All's volatility.| Jensen Alpha | (0.013608) | |||
| Total Risk Alpha | (0.016159) | |||
| Sortino Ratio | (0.048338) | |||
| Treynor Ratio | (0.013357) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Pimco All's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Pimco All in the context of predictive analytics.
Pimco All Asset Backtested Returns
Pimco All Asset maintains Sharpe Ratio (i.e., Efficiency) of -0.0328, which implies the entity had -0.0328% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Pimco All Asset exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check Pimco All Asset coefficient of variation of 11871.54, and Semi Deviation of 0.398 to confirm the risk estimate we provide. The fund holds a Beta of 0.4522, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pimco All returns are expected to increase less than the market. However, during the bear market, the loss on holding Pimco All will be expected to be smaller as well. Even though it is essential to pay attention to Pimco All Asset current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Pimco All Asset exposes twenty-one different technical indicators, which can help you to evaluate its performance.
Auto-correlation | 0.02 |
Virtually no predictability
Pimco All Asset has virtually no predictability. Overlapping area represents the amount of predictability between Pimco All time series from 3rd of December 2022 to 1st of June 2023 and 1st of June 2023 to 28th of November 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pimco All Asset price movement. The serial correlation of 0.02 indicates that only 2.0% of current Pimco All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Pimco All Asset lagged returns against current returns
Autocorrelation, which is Pimco All mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Pimco All's mutual fund expected returns. We can calculate the autocorrelation of Pimco All returns to help us make a trade decision. For example, suppose you find that Pimco All mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Pimco All regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Pimco All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pimco All mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pimco All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pimco All Lagged Returns
When evaluating Pimco All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pimco All mutual fund have on its future price. Pimco All autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Pimco All autocorrelation shows the relationship between Pimco All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pimco All Asset.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Pimco All without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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| All Next | Launch Module |
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Check out Pimco All Correlation, Pimco All Volatility and Pimco All Alpha and Beta module to complement your research on Pimco All. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Pimco Mutual Fund analysis
When running Pimco All's price analysis, check to measure Pimco All's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Pimco All is operating at the current time. Most of Pimco All's value examination focuses on studying past and present price action to predict the probability of Pimco All's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pimco All's price. Additionally, you may evaluate how the addition of Pimco All to your portfolios can decrease your overall portfolio volatility.
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Pimco All technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.