PIMCO Corporate Market Risk Adjusted Performance
| PTY Fund | | | USD 12.03 -0.17 -1.39% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for PIMCO Corporate Income. Additional screening context is available through
Equity Screeners.
PIMCO Corporate Income has current Market Risk Adjusted Performance of 0.8773.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8773 | |
| ER[a] | = | Expected return on investing in PIMCO Corporate |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
PIMCO Corporate Market Risk Adjusted Performance Peers Comparison
PIMCO Market Risk Adjusted Performance Relative To Other Indicators
PIMCO Corporate Income is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
4.69 of Maximum Drawdown per Market Risk Adjusted Performance. At
4.69 , PIMCO Corporate Income's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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