PIMCO COMMODITIESPLUS Standard Deviation
| PCPCX Fund | | | USD 6.80 0.12 1.80% |
The Standard Deviation profile for PIMCO Moditiesplus Strategy is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Portfolio design and allocation context appear in
Your Equity Center. All values are based on available data and provided as reference information. Including PIMCO Moditiesplus Strategy in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence PIMCO Moditiesplus Strategy's mutual fund valuation — related indicators include
signals in housing.
PIMCO Moditiesplus Strategy has current Standard Deviation of 1.59. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 1.59 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
PIMCO Moditiesplus Strategy is rated
third in standard deviation among similar funds. It is rated
third in maximum drawdown among similar funds reporting about
5.73 of Maximum Drawdown per Standard Deviation. At
5.73 , PIMCO Moditiesplus Strategy's Maximum Drawdown-to-Standard Deviation multiple reflects the spread between these metrics
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
Compare PIMCO COMMODITIESPLUS to Peers
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