PIMCO Emerging Markets Fund Volatility
| PFSIX Fund | USD 6.44 -0.01 -0.16% |
Recent trading patterns suggest PIMCO Emerging Markets maintains a minimal volatility profile. PIMCO Emerging Markets currently reflects a Sharpe Ratio (Efficiency) of -0.0371, showing negative reward per unit of risk over the last 3 months. 27 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = -0.0371
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| Negative Returns | PFSIX |
PIMCO Emerging Markets (PFSIX) recorded a Market Risk Adjusted Performance of -0.01%, a Risk of 0.40, and a Total Risk Alpha of 0.04. Moving average data indicates PIMCO EMERGING is not operating at maximum efficiency. A well-diversified portfolio allocation can reduce market risk and improve total performance.
Key indicators related to PIMCO EMERGING's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for PIMCO EMERGING draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of PIMCO EMERGING's risk profile.
PIMCO |
Volatility Strategy
Observed trading dispersion in PIMCO Emerging Markets can affect long-term allocation structure. Current statistical measures show total volatility near 0.4% with a beta coefficient of 0.18, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0371, evaluates return per unit of total risk. An alpha value of 0.011 reflects performance relative to systematic market exposure. Expected return estimates near -0.0147% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to PIMCO EMERGING's market risk premium analysis include:
Beta 0.18 | Alpha 0.011 | Risk 0.4 | Sharpe Ratio -0.04 | Expected Return -0.01 |
Moving together with PIMCO Mutual Fund
| 0.86 | PFBPX | PIMCO Foreign Bond | PairCorr |
| 0.91 | PFCJX | PIMCO Preferred And | PairCorr |
| 0.78 | PFANX | PIMCO Capital Sec | PairCorr |
| 0.85 | PFIAX | PIMCO Floating Income | PairCorr |
| 0.89 | PFIIX | PIMCO Floating Income | PairCorr |
| 0.83 | PFINX | PIMCO Capital Sec | PairCorr |
| 0.68 | PFMIX | Municipal Bond | PairCorr |
| 0.86 | PFNCX | PIMCO Floating Income | PairCorr |
| 0.86 | PFONX | PIMCO International Bond | PairCorr |
| 0.87 | PFORX | PIMCO Foreign Bond | PairCorr |
| 0.9 | PFNNX | PIMCO Preferred And | PairCorr |
| 0.89 | PFNIX | PIMCO Low Duration | PairCorr |
| 0.8 | PFOAX | PIMCO Foreign Bond | PairCorr |
| 0.78 | PFOCX | PIMCO Foreign Bond | PairCorr |
| 0.85 | PFRCX | Foreign Bond | PairCorr |
| 0.86 | PFRAX | PIMCO Foreign Bond | PairCorr |
| 0.9 | PFPNX | PIMCO Capital Sec | PairCorr |
| 0.89 | PFTPX | PIMCO Floating Income | PairCorr |
| 0.86 | PFRRX | PIMCO Foreign Bond | PairCorr |
| 0.9 | PFUIX | Foreign Bond | PairCorr |
Sensitivity To Market
PIMCO EMERGING systematic risk exposure is reflected in a beta value of 0.18. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.4%.Over the current lookback period, PIMCO Emerging Markets shows a minimal volatility profile, using downside deviation (0.52%) as a primary reference. A fund’s downside behavior depends on what it holds and how correlated those holdings are in stressed markets.
3 Months Beta |Analyze PIMCO Emerging Markets Demand TrendCheck current 90 days PIMCO EMERGING correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for PIMCO expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.4 |
For PIMCO EMERGING investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in PIMCO EMERGING's daily returns. PIMCO Emerging Markets (PFSIX) recorded a Downside Deviation of 0.52, a Downside Variance of 0.28, and a Maximum Drawdown of 2.44.
Mutual Fund Volatility Analysis
Volatility describes the degree to which PIMCO EMERGING mutual fund price fluctuates in either direction. Highly volatile mutual funds like PIMCO EMERGING can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. PIMCO Emerging Markets Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon PIMCO EMERGING has a beta of 0.182 indicating as returns on the market go up, PIMCO EMERGING's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding PIMCO Emerging Markets is expected to be smaller as well.Systematic risk links PIMCO EMERGING to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. PIMCO Emerging Markets (PFSIX) recorded a Downside Deviation of 0.52, a Mean Deviation of 0.29, and a Semi Deviation of 0.41.
Predicted Return Density |
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What Drives PIMCO EMERGING's Price Volatility?
Several factors can influence PIMCO EMERGING's market volatility:Industry Dynamics
Sector-level events can directly affect PIMCO EMERGING's price stability. Regulatory changes, supply disruptions, or shifts in demand within PIMCO EMERGING's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like PIMCO EMERGING.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for PIMCO EMERGING's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward PIMCO EMERGING. During periods of economic expansion, PIMCO EMERGING's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.PIMCO EMERGING's Company-Specific Factors
Volatility can also stem from events unique to PIMCO EMERGING. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in PIMCO EMERGING's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on PIMCO EMERGING's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of PIMCO EMERGING is -2694.54. The daily returns are distributed with a variance of 0.16 and standard deviation of 0.4. The mean deviation of PIMCO Emerging Markets is currently at 0.29. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.18 | |
σ | Overall volatility | 0.40 | |
Ir | Information ratio | 0.20 |
Mutual Fund Return Volatility
PIMCO EMERGING historical daily return volatility represents how much of PIMCO EMERGING fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.3956% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8239% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.32 | 0.24 | 0.32 | -0.37 | 0.39 | VEIRX | ||
| 0.32 | 0.42 | 0.98 | 0.47 | 0.79 | PTRMX | ||
| 0.24 | 0.42 | 0.39 | 0.67 | 0.84 | GMCQX | ||
| 0.32 | 0.98 | 0.39 | 0.45 | 0.78 | WTCOX | ||
| -0.37 | 0.47 | 0.67 | 0.45 | 0.64 | GGEAX | ||
| 0.39 | 0.79 | 0.84 | 0.78 | 0.64 | PAEIX | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between PIMCO Mutual Fund performing well and PIMCO EMERGING Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare PIMCO EMERGING's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VEIRX | 0.63 | -0.08 | 0.00 | -0.22 | 0.00 | 1.04 | 8.14 | |||
| PTRMX | 0.08 | 0.01 | 0.37 | 7.78 | 0.11 | 0.13 | 1.04 | |||
| GMCQX | 0.71 | 0.05 | 0.00 | -0.03 | 0.00 | 1.03 | 4.14 | |||
| WTCOX | 0.07 | 0.00 | 0.42 | 0.15 | 0.00 | 0.10 | 0.58 | |||
| GGEAX | 0.90 | 0.26 | 0.29 | 0.21 | 0.71 | 1.05 | 17.73 | |||
| PAEIX | 0.76 | 0.09 | 0.08 | 0.01 | 1.17 | 1.38 | 5.91 |
Risk Metrics, Assumptions & Methodology
Volatility for PIMCO EMERGING reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for PIMCO Emerging Markets come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsPIMCO EMERGING Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than PIMCO Emerging Markets, by roughly a 2.05x factor. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use PIMCO Emerging Markets to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of PIMCO EMERGING to be traded at $6.38 in 90 days.Poor diversification
PFSIX currently posts a 0.73 correlation with DJI, indicating a Poor diversification relationship for the active sample. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
PIMCO EMERGING Additional Risk Indicators
Risk analysis around PIMCO Emerging Markets becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0012 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 0.2906 | |||
| Semi Deviation | 0.4093 | |||
| Downside Deviation | 0.525 | |||
| Coefficient Of Variation | 7318.74 | |||
| Standard Deviation | 0.4038 |
PIMCO EMERGING Suggested Diversification Pairs
Pair analysis around PIMCO Emerging Markets matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against PIMCO EMERGING as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. PIMCO EMERGING's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, PIMCO EMERGING's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to PIMCO Emerging Markets.