Diversified Income Fund Technical Analysis
| PDIIX Fund | USD 9.90 -0.02 -0.20% |
As of the 20th of March, shares of DIVERSIFIED INCOME change hands at 9.90 per share. Momentum and volatility readings indicate Downside Deviation of 0.2881, mean deviation of 0.1634, and Coefficient Of Variation of 91973.75. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
DIVERSIFIED INCOME Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as DIVERSIFIED, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to DIVERSIFIEDDIVERSIFIED |
What if' Analysis
Backtesting a what-if scenario on Diversified Income Fund shows how the fund may have behaved if the position had been entered, held, or resized under different historical assumptions. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/20/2025 |
| 03/20/2026 |
Placing 0.00 into DIVERSIFIED INCOME on December 20, 2025 with a hold through today would realize 0.00 in overall gains. In total, that is a 0.0% return on investment in DIVERSIFIED INCOME for the period across 90 days. DIVERSIFIED INCOME competes with or is related to FRANKLIN CONVERTIBLE, Fidelity SAI, Pacific Funds, PACIFIC FUNDS, PERKINS SMALL, Calamos Growth, and FRANKLIN CALIFORNIA. The list provides context for relative analysis. The fund normally invests at least 65 percent of its total assets in a diversified portfolio of Fixed Income Instruments... More
DIVERSIFIED INCOME Upside and Downside Indicators Snapshot
DIVERSIFIED INCOME upside and downside signals reflect how the fund price has behaved relative to recent trading ranges. The indicators track momentum balance across recent observation windows.
| Downside Deviation | 0.2881 | |||
| Information Ratio | 0.3411 | |||
| Maximum Drawdown | 0.9956 | |||
| Value At Risk | -0.40 | |||
| Potential Upside | 0.3009 |
Volatility and Risk Indicators for DIVERSIFIED INCOME Signals
Risk measures here provide context on DIVERSIFIED INCOME's return distribution and drawdown behavior. The measures summarize variability without implying direction.| Risk Adjusted Performance | -0.03 | |||
| Jensen Alpha | -0.0017 | |||
| Total Risk Alpha | 0.0138 | |||
| Sortino Ratio | 0.2612 | |||
| Treynor Ratio | -0.10 |
The mean reversion principle applied to DIVERSIFIED INCOME'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 | -0.03 | |||
| Market Risk Adjusted Performance | -0.09 | |||
| Mean Deviation | 0.1634 | |||
| Semi Deviation | 0.2247 | |||
| Downside Deviation | 0.2881 | |||
| Coefficient Of Variation | 91973.75 | |||
| Standard Deviation | 0.2206 | |||
| Variance | 0.0487 | |||
| Information Ratio | 0.3411 | |||
| Jensen Alpha | -0.0017 | |||
| Total Risk Alpha | 0.0138 | |||
| Sortino Ratio | 0.2612 | |||
| Treynor Ratio | -0.10 | |||
| Maximum Drawdown | 0.9956 | |||
| Value At Risk | -0.40 | |||
| Potential Upside | 0.3009 | |||
| Downside Variance | 0.083 | |||
| Semi Variance | 0.0505 | |||
| Expected Short fall | -0.19 | |||
| Skewness | -0.49 | |||
| Kurtosis | 0.1947 |
Diversified Income Backtested Returns
DIVERSIFIED INCOME presents a very low volatility profile within the defined horizon. It shows an Efficiency (Sharpe) Ratio of close to zero, quantifying negative return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please review metrics such as Downside Deviation of 0.2881, mean deviation of 0.1634, and Coefficient Of Variation of 91973.75 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.0944, which means relatively modest fluctuations relative to the market. DIVERSIFIED INCOME moves in the same direction as the market but with less intensity, offering a degree of cushion during selloffs.
Auto-correlation | -0.29 |
Weak reverse predictability
Serial correlation analysis for Diversified Income Fund reveals weak reverse predictability across the intervals from 20th of December 2025 to 3rd of February 2026 and from 3rd of February 2026 to 20th of March 2026. The degree of alignment between past and current intervals shapes expectations about Diversified Income's price persistence. At -0.29, nearly 29.0% of current DIVERSIFIED INCOME price movement aligns with historical price trajectory. Given that Diversified Income Fund has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Technical analysis for DIVERSIFIED INCOME examines price and volume patterns over time. The approach includes tools such as moving averages and relative strength indicators. All inputs are derived from historical price and volume observations.
Technical Analysis
This analysis covers thirty-seven 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 Diversified Income volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of DIVERSIFIED INCOME focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Inputs for Diversified Income Fund 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 DirectorsDIVERSIFIED INCOME Technical Indicators
Technical indicators tied to Diversified Income Fund help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.09 | |||
| Mean Deviation | 0.1634 | |||
| Semi Deviation | 0.2247 | |||
| Downside Deviation | 0.2881 | |||
| Coefficient Of Variation | 91973.75 | |||
| Standard Deviation | 0.2206 | |||
| Variance | 0.0487 | |||
| Information Ratio | 0.3411 | |||
| Jensen Alpha | -0.0017 | |||
| Total Risk Alpha | 0.0138 | |||
| Sortino Ratio | 0.2612 | |||
| Treynor Ratio | -0.10 | |||
| Maximum Drawdown | 0.9956 | |||
| Value At Risk | -0.40 | |||
| Potential Upside | 0.3009 | |||
| Downside Variance | 0.083 | |||
| Semi Variance | 0.0505 | |||
| Expected Short fall | -0.19 | |||
| Skewness | -0.49 | |||
| Kurtosis | 0.1947 |
Diversified Income One Year Return
DIVERSIFIED INCOME's One Year Return of 8.2786% compares 330.6% above the PIMCO family. Relative to the Multisector Bond category, the figure is notably above. The all United States funds average is notably below DIVERSIFIED INCOME's level.
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 20, 2026 Daily Trend Indicators
Technical indicators tied to Diversified Income Fund help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.90 | ||
| Day Typical Price | 9.90 | ||
| Price Action Indicator | -0.01 |