PIMCO INCOME Correlations

PIPNX Fund

USD 10.73 -0.03 -0.28%

Current 90-days correlation between PIMCO Income and Massmutual Premier Diversified is 0.89 (i.e., Very poor diversification).The correlation coefficient ranges from -1 to +1 and quantifies how closely the stock co-moves with paired assets.

Market Correlation for PIMCO INCOME

Poor diversification

PIMCO INCOME currently posts a 0.7 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. A 0.7 reading means PIMCO INCOME and Dow Jones have partial price overlap, offering some diversification benefit.

Your Equity Center provides context for diversified portfolio construction. The information is presented without directional commentary. Including PIMCO Income Fund in a portfolio enables allocation and risk analysis. All values are presented as reference data. Broader economic conditions can influence PIMCO Income Fund's mutual fund valuation — related indicators include signals in inflation.

Moving together with PIMCO Mutual Fund

0.94	PONAX	PIMCO Income	Pair Corr
0.99	PONCX	PIMCO Income	Pair Corr
1.0	PONRX	PIMCO Income	Pair Corr
1.0	PONPX	PIMCO Incme Fund	Pair Corr
1.0	PIINX	PIMCO Income	Pair Corr
1.0	PIMIX	PIMCO Income	Pair Corr
0.96	LBNDX	Lord Abbett Bond	Pair Corr
0.93	FSTAX	Fidelity Advisor	Pair Corr
0.92	FSRIX	Fidelity Advisor	Pair Corr
0.74	BRUFX	Bruce Fund Bruce	Pair Corr
0.65	MMM	3M Company	Pair Corr
0.76	HD	Home Depot	Pair Corr
0.72	GE	GE Aerospace	Pair Corr
0.78	PG	Procter Gamble	Pair Corr

Moving against PIMCO Mutual Fund

0.44

HPQ

HP Inc

Pair Corr

Related Correlations Analysis

	EPEIX	LBDRX	FSAMX	FUOKX	APDOX	MDBLX
EPEIX		0.85	0.94	0.97	0.9	0.81	EPEIX
LBDRX	0.85		0.86	0.86	0.92	0.86	LBDRX
FSAMX	0.94	0.86		0.88	0.96	0.88	FSAMX
FUOKX	0.97	0.86	0.88		0.85	0.79	FUOKX
APDOX	0.9	0.92	0.96	0.85		0.9	APDOX
MDBLX	0.81	0.86	0.88	0.79	0.9		MDBLX
	EPEIX	LBDRX	FSAMX	FUOKX	APDOX	MDBLX

Risk-Adjusted Indicators

Strong recent returns in PIMCO Mutual Fund do not always mean PIMCO INCOME Mutual Fund is outperforming peers on business quality. Reviewing PIMCO INCOME's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
EPEIX	0.70	0.08	0.08	0.06	1.07	-0.71	1.56	-1.68	5.32
LBDRX	0.55	0.08	0.13	0.04	0.67	-0.57	1.15	-1.17	3.47
FSAMX	0.94	0.20	0.12	0.13	1.36	-0.96	2.26	-2.06	6.98
FUOKX	0.89	0.08	0.06	0.01	1.29	-0.86	1.75	-1.93	6.07
APDOX	0.17	0.03	0.24	0.23	0.21	-0.18	0.28	-0.45	1.10
MDBLX	0.13	0.00	0.26	-0.14	0.15	-0.18	0.24	-0.35	0.83

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PIMCO INCOME Correlations

Market Correlation for PIMCO INCOME

Moving together with PIMCO Mutual Fund

Moving against PIMCO Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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