PIMCO Emerging Total Risk Alpha
| PFSIX Fund | | | USD 6.38 -0.06 -0.93% |
The Total Risk Alpha signal for PIMCO Emerging Markets reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis. Portfolio design and allocation context appear in
Your Equity Center. Portfolio-level transparency adds depth to allocation analysis. The portfolio reflects a holding in PIMCO Emerging Markets. The position falls within the allocation view. 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 Emerging Markets has current Total Risk Alpha of 0.0304. 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] |
| = | 0.0304 | |
| ER[a] | = | Expected return on investing in PIMCO Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PIMCO Emerging |
| 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 Emerging Markets is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
80.20 of Maximum Drawdown per Total Risk Alpha. At
80.20 , PIMCO Emerging Markets'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 Emerging to Peers
Other Technical Indicators