PIMCO COMMODITIESPLUS Market Risk Adjusted Performance
| PCLAX Fund | | | USD 8.22 0.14 1.73% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for PIMCO Moditiesplus Strategy. Indicator inputs depend on available historical price observations.
PIMCO Moditiesplus Strategy has current Market Risk Adjusted Performance of
-2.27.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -2.27 | |
| ER[a] | = | Expected return on investing in PIMCO COMMODITIESPLUS |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
PIMCO Moditiesplus Strategy is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators