PIMCO All Total Risk Alpha
| PAUIX Fund | | | USD 6.93 -0.11 -1.56% |
Technical inputs supporting the Total Risk Alpha indicator for PIMCO All Asset are shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners.
Your Equity Center provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. The portfolio reflects a holding in PIMCO All Asset. The allocation approach determines the relative weighting of each position. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
PIMCO All Asset has current Total Risk Alpha of 0.075. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.075 | |
| ER[a] | = | Expected return on investing in PIMCO All |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PIMCO All |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
PIMCO All Asset ranks first in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
33.46 of Maximum Drawdown per Total Risk Alpha. At
33.46 , PIMCO All Asset's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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