PIMCO Managed Core Etf Market Value
| PCOR Etf | CAD 18.20 0.01 0.06% |
| Symbol | PIMCO |
What if' Analysis
Running a what-if backtest on PIMCO Managed Core gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether PIMCO Managed's historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
Starting with 0.00 in PIMCO Managed on December 15, 2025 and exiting today would produce 0.00 in net gains. This reflects a 0.0% net return in PIMCO Managed in total across 90 days. PIMCO Managed has comparable peers such as IA Clarington, Global X, BMO Canadian, BMO MSCI, Fidelity Value, Hamilton Canadian, and Global X. This provides context for relative positioning. PIMCO MANAGED is traded on Toronto Stock Exchange in Canada. More
Upside and Downside Indicators for PIMCO Managed Snapshot
These indicators describe how PIMCO Managed momentum evolves across recent price ranges. They provide a structured view of short-term momentum and range behavior.
| Information Ratio | 0.1227 | |||
| Maximum Drawdown | 1.63 | |||
| Value At Risk | -0.43 | |||
| Potential Upside | 0.4338 |
Market Risk Indicators for PIMCO Managed Snapshot
Risk measures here provide context on PIMCO Managed's return distribution and drawdown behavior. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | -0.02 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0041 | |||
| Treynor Ratio | -0.36 |
Investors who believe in mean reversion view PIMCO Managed's price extremes not as permanent states but as temporary dislocations that create opportunities for disciplined, contrarian capital allocation.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.35 | |||
| Mean Deviation | 0.1897 | |||
| Coefficient Of Variation | -21,089 | |||
| Standard Deviation | 0.2733 | |||
| Variance | 0.0747 | |||
| Information Ratio | 0.1227 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | 0.0041 | |||
| Treynor Ratio | -0.36 | |||
| Maximum Drawdown | 1.63 | |||
| Value At Risk | -0.43 | |||
| Potential Upside | 0.4338 | |||
| Skewness | -0.10 | |||
| Kurtosis | 2.22 |
PIMCO Managed Core Backtested Returns
PIMCO Managed shows a very low volatility profile relative to the chosen timeframe. It shows a risk-adjusted return measure of -0.0177, signaling negative dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-one metrics shaping volatility behavior. Please evaluate metrics such as coefficient of variation of -21,089, and risk-adjusted performance of -0.02 to review standard deviation behavior. The etf retains a Market Volatility (i.e., Beta) of 0.0317, which alludes to relatively modest fluctuations relative to the market. Returns on PIMCO Managed tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Auto-correlation | 0.08 |
Virtually no predictability
PIMCO Managed Core exhibits virtually no predictability. Autocorrelation measures the degree of predictability between PIMCO Managed time series from 15th of December 2025 to 29th of January 2026 and from 29th of January 2026 to 15th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in PIMCO Managed that may carry forward. The measured coefficient of 0.08 means barely 8.0% of PIMCO Managed's recent price variance traces back to prior period behavior.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pair Trading with PIMCO Managed
Pair trading with PIMCO Managed can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Moving together with PIMCO Etf
| 0.86 | CPLS | CIBC Core Plus | PairCorr |
| 0.88 | XSE | iShares Conservative | PairCorr |
| 0.8 | MGB | Mackenzie Core Plus | PairCorr |
| 0.86 | XSC | iShares Conservative | PairCorr |
Sophisticated investors use correlation analysis to build PIMCO Managed replacement strategies that go beyond simple sector matching. Assets with similar factor exposures to PIMCO Managed Core provide the most accurate portfolio substitution during tax-loss harvesting periods.
Statistical correlation between PIMCO Managed and its peers is an essential input for mean-variance portfolio optimization. Lower correlation of PIMCO Managed Core with other holdings allows for a more efficient frontier with superior risk-adjusted returns.
Correlation analysis and pair evaluation for PIMCO Managed can support hedging context. This approach is commonly reviewed within sectors and across broader groups.More Resources for PIMCO Etf Analysis
Other Information on Investing in PIMCO Etf
Financial ratios for PIMCO Managed provide valuation context across profits, cash flow, and enterprise value. They help compare PIMCO across valuation measures in a consistent way.