PIMCO All Asset Fund Technical Analysis
| PAUIX Fund | USD 6.93 -0.11 -1.56% |
As of the 21st of March, shares of PIMCO ALL change hands at 6.93 per share. Momentum and volatility readings indicate semi deviation of 0.5943, and Risk Adjusted Performance of 0.0312. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
PIMCO ALL Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as PIMCO, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PIMCOPIMCO |
What if' Analysis
Running a what-if backtest on PIMCO All Asset gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/21/2025 |
| 03/21/2026 |
With 0.00 allocated to PIMCO ALL on December 21, 2025 and held through today, you would earn 0.00 in cumulative return. This translates to a 0.0% net return in PIMCO ALL in total across 90 trading days. The information reflects available price and trading data. This dataset reflects observed data and is not advisory in nature. PIMCO ALL shares sector or business overlap with T ROWE, Artisan Global, VANGUARD GLOBAL, Kinetics Global, NATIONWIDE GLOBAL, and DOUBLELINE GLOBAL. The peer set helps position PIMCO ALL within its sector. Peer grouping considers factors such as industry classification and business model. All metrics are derived from available inputs and shown for reference. The fund is a fund of funds, which is a term used to describe mutual funds that pursue their investment objective by inv... More
PIMCO ALL Momentum Range Indicators Snapshot
Upside and downside indicators for PIMCO ALL summarize momentum balance and potential range context for the fund. The signals capture how recent price action aligns with observed directional ranges.
| Downside Deviation | 0.7456 | |||
| Information Ratio | 0.2217 | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | -0.70 | |||
| Potential Upside | 0.578 |
PIMCO ALL Volatility and Risk Indicators Summary
Risk measures here provide context on PIMCO ALL's return distribution and drawdown behavior. The signals are informational and describe volatility patterns. The information reflects available price and trading data. This dataset reflects observed data and is not advisory in nature.| Risk Adjusted Performance | 0.0312 | |||
| Jensen Alpha | 0.0468 | |||
| Total Risk Alpha | 0.075 | |||
| Sortino Ratio | 0.1497 | |||
| Treynor Ratio | 0.0389 |
The mean reversion principle applied to PIMCO ALL's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
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 | 0.0312 | |||
| Market Risk Adjusted Performance | 0.0489 | |||
| Mean Deviation | 0.3762 | |||
| Semi Deviation | 0.5943 | |||
| Downside Deviation | 0.7456 | |||
| Coefficient Of Variation | 2162.7 | |||
| Standard Deviation | 0.5034 | |||
| Variance | 0.2535 | |||
| Information Ratio | 0.2217 | |||
| Jensen Alpha | 0.0468 | |||
| Total Risk Alpha | 0.075 | |||
| Sortino Ratio | 0.1497 | |||
| Treynor Ratio | 0.0389 | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | -0.70 | |||
| Potential Upside | 0.578 | |||
| Downside Variance | 0.556 | |||
| Semi Variance | 0.3531 | |||
| Expected Short fall | -0.36 | |||
| Skewness | -1.34 | |||
| Kurtosis | 2.36 |
PIMCO All Asset Backtested Returns
PIMCO ALL presents a very low volatility profile within the defined horizon. It exhibits a Sharpe Ratio of 0.0439, capturing return dispersion relative to standard deviation. Algorithmic screening detected twenty-six volatility-sensitive metrics. Please review metrics such as semi deviation of 0.5943, and risk-adjusted performance of 0.0312 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.34, which means possible diversification benefits within a given portfolio. PIMCO ALL moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | -0.35 |
Poor reverse predictability
PIMCO All Asset shows poor reverse predictability when comparing price series from 21st of December 2025 to 4th of February 2026 against from 4th of February 2026 to 21st of March 2026. A strong serial relationship would imply that PIMCO ALL's recent trajectory contains information about its near-term direction. With a serial correlation of -0.35, nearly 35.0% of PIMCO ALL's price variation is attributable to patterns in preceding intervals. Given that PIMCO All Asset has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
This technical analysis module for PIMCO ALL is structured around price and volume data. This approach uses standard technical indicators across price data. It is based on recorded price and volume patterns over time.
Technical Analysis
This analysis covers twenty-five data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of PIMCO All Asset volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of PIMCO ALL focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Inputs for PIMCO All Asset come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsPIMCO ALL Technical Indicators
A technical review of PIMCO All Asset can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0312 | |||
| Market Risk Adjusted Performance | 0.0489 | |||
| Mean Deviation | 0.3762 | |||
| Semi Deviation | 0.5943 | |||
| Downside Deviation | 0.7456 | |||
| Coefficient Of Variation | 2162.7 | |||
| Standard Deviation | 0.5034 | |||
| Variance | 0.2535 | |||
| Information Ratio | 0.2217 | |||
| Jensen Alpha | 0.0468 | |||
| Total Risk Alpha | 0.075 | |||
| Sortino Ratio | 0.1497 | |||
| Treynor Ratio | 0.0389 | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | -0.70 | |||
| Potential Upside | 0.578 | |||
| Downside Variance | 0.556 | |||
| Semi Variance | 0.3531 | |||
| Expected Short fall | -0.36 | |||
| Skewness | -1.34 | |||
| Kurtosis | 2.36 |
PIMCO All Asset One Year Return
PIMCO ALL reports One Year Return of 16.0953%, placing it way above the PIMCO family average and notably above the Tactical Allocation category average. The one year return for all United States funds sits notably below PIMCO ALL's figure.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 21, 2026 Daily Trend Indicators
A technical review of PIMCO All Asset can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 6.93 | ||
| Day Typical Price | 6.93 | ||
| Price Action Indicator | -0.06 |