PIMCO FUNDAMENTAL Total Risk Alpha
| PFATX Fund | | | USD 8.69 0.02 0.23% |
Reference data associated with the Total Risk Alpha technical indicator for PIMCO Fundamental Advantage. Availability may differ across exchanges, markets, and reporting intervals.
PIMCO Fundamental Advantage has current Total Risk Alpha of 0.1352. 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] |
| = | 0.1352 | |
| ER[a] | = | Expected return on investing in PIMCO FUNDAMENTAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PIMCO FUNDAMENTAL |
| 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 Fundamental Advantage is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
19.00 of Maximum Drawdown per Total Risk Alpha. At
19.00 , PIMCO Fundamental Advantage'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.
Compare PIMCO FUNDAMENTAL to Peers
Other Technical Indicators