PIMCO INTERNATIONAL Risk Adjusted Performance

Reference Data . Mutual Funds . USA . 
Fund . PIMCO International Stocksplus
PIPAX Fund  USD 8.48  0.01  0.12%   
Observed values used to calculate the Risk Adjusted Performance technical indicator for PIMCO International Stocksplus. Indicator values reflect available price and volume data where applicable.
PIMCO International Stocksplus has current Risk Adjusted Performance of 0.0558.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0558
ER[a] = Expected return on investing in PIMCO INTERNATIONAL
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

PIMCO International Stocksplus is rated fifth in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 90.18 of Maximum Drawdown per Risk Adjusted Performance. At 90.18 , PIMCO International Stocksplus's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare PIMCO INTERNATIONAL to Peers

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Risk Adjusted Performance0.0558
Market Risk Adjusted Performance-0.28
Mean Deviation0.5752
Semi Deviation0.8825
Downside Deviation1.01
Coefficient Of Variation1427.94
Standard Deviation0.8279
Variance0.6854
Information Ratio0.1073
Jensen Alpha0.0412
Total Risk Alpha0.0908
Sortino Ratio0.0882
Treynor Ratio-0.29
Maximum Drawdown5.03
Value At Risk-1.52
Potential Upside1.06
Downside Variance1.01
Semi Variance0.7789
Expected Short fall-0.59
Skewness-0.90
Kurtosis4.38
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