PIMCO Small Standard Deviation
| PSCSX Fund | | | USD 8.34 -0.20 -2.34% |
The Standard Deviation lookup presents technical context for PIMCO Small Cap and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Your Equity Center provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in PIMCO Small Cap within the portfolio mix. 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 main economic indicators.
PIMCO Small Cap has current Standard Deviation of 1.18. 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) |
| = | 1.18 | |
PIMCO Small Standard Deviation Peers Comparison
PIMCO Standard Deviation Relative To Other Indicators
PIMCO Small Cap is rated
third in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.17 of Maximum Drawdown per Standard Deviation. At
5.17 , PIMCO Small Cap'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.
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