PIMCO Corporate Total Risk Alpha
| PTY Fund | | | USD 12.20 0.17 1.41% |
Reference data associated with the Total Risk Alpha technical indicator for PIMCO Corporate Income. Additional screening context is available through
Equity Screeners.
PIMCO Corporate Income has current Total Risk Alpha of
-0.03. 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] |
| = | -0.03 | |
| ER[a] | = | Expected return on investing in PIMCO Corporate |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PIMCO Corporate |
| 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 Corporate Income is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare PIMCO Corporate to Peers
Other Technical Indicators