PIMCO REALPATH Total Risk Alpha
| PRQAX Fund | | | USD 18.98 -0.34 -1.76% |
PIMCO REALPATH total risk alpha lookup summarizes this and related technical indicators for PIMCO Realpath Blend. Coverage varies by data normalization and availability; see
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PIMCO Realpath Blend has current Total Risk Alpha of 0.059. 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] |
| = | 0.059 | |
| ER[a] | = | Expected return on investing in PIMCO REALPATH |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PIMCO REALPATH |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
PIMCO REALPATH Total Risk Alpha Peers Comparison
PIMCO Total Risk Alpha Relative To Other Indicators
PIMCO Realpath Blend is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
63.25 of Maximum Drawdown per Total Risk Alpha. At
63.25 , PIMCO Realpath Blend'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.
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