PIMCO Rae Total Risk Alpha
| PWLMX Fund | | | USD 7.84 -0.03 -0.38% |
Observed values used in the Total Risk Alpha indicator for PIMCO Rae Worldwide are included in this dataset. The information is based on observed market data across timeframes.
Your Equity Center provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. Portfolio balance depends on how holdings are weighted relative to each other. No forward-looking guarantees are expressed or implied by this data. This reflects a position in PIMCO Rae Worldwide. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. The content reflects structured data inputs rather than subjective analysis. 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 board of governors.
PIMCO Rae Worldwide has current Total Risk Alpha of 0.1488. 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] |
| = | 0.1488 | |
| ER[a] | = | Expected return on investing in PIMCO Rae |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PIMCO Rae |
| 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 Rae Worldwide is rated
fourth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
17.32 of Maximum Drawdown per Total Risk Alpha. At
17.32 , PIMCO Rae Worldwide'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.
Compare PIMCO Rae to Peers
Other Technical Indicators