PIMCO Income Fund Volatility
| PIPNX Fund | USD 10.78 0.05 0.47% |
PIMCO Income Fund remains associated with relatively low price volatility over the last 3 months. 20 technical indicators currently contribute to the broader risk narrative. Risk metrics should be viewed alongside other fundamental and technical signals.
Sharpe Ratio = -0.0685
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PIMCO Income Fund posted a Market Risk Adjusted Performance of -10.8%, a Risk of 0.27, and a Risk Adjusted Performance of -0.1% for the reported period. Based on monthly moving average, PIMCO INCOME is not performing at its full potential. A well-diversified portfolio allocation may improve risk-adjusted returns for PIMCO INCOME. Risk reduction through diversification often compensates for individual position underperformance.
Key indicators related to PIMCO INCOME's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
PIMCO INCOME Mutual Fund volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about PIMCO INCOME's future price, while lower volatility suggests more predictable behavior. The volatility of PIMCO INCOME is a critical input for portfolio construction and diversification.
PIMCO |
Volatility Strategy
PIMCO Income Fund return movement contributes differently across allocation frameworks. Current statistical measures show total volatility near 0.27% with a beta coefficient of 0.0026, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0685, evaluates return per unit of total risk. An alpha value of -0.028 reflects performance relative to systematic market exposure. Expected return estimates near -0.0182% 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 INCOME's market risk premium analysis include:
Beta 0.0026 | Alpha -0.03 | Risk 0.27 | Sharpe Ratio -0.07 | Expected Return -0.02 |
Moving together with PIMCO Mutual Fund
| 1.0 | PONAX | PIMCO Income | PairCorr |
| 0.99 | PONCX | PIMCO Income | PairCorr |
| 1.0 | PONRX | PIMCO Income | PairCorr |
| 1.0 | PONPX | PIMCO Incme Fund | PairCorr |
| 0.91 | PIINX | PIMCO Income | PairCorr |
| 0.92 | PIMIX | PIMCO Income | PairCorr |
| 0.96 | LBNDX | Lord Abbett Bond | PairCorr |
| 0.93 | FSTAX | Fidelity Advisor | PairCorr |
| 0.89 | FSRIX | Fidelity Advisor | PairCorr |
| 0.7 | BRUFX | Bruce Fund Bruce | PairCorr |
| 0.63 | WMT | Walmart Common Stock Aggressive Push | PairCorr |
| 0.68 | HD | Home Depot | PairCorr |
Moving against PIMCO Mutual Fund
Sensitivity To Market
PIMCO Income Fund market-relative volatility is reflected in its beta of 0.0026. This value results from regression analysis against benchmark returns. Total dispersion currently approximates 0.27%.PIMCO Income Fund has shown return movement that ranges from typical to sharp depending on market conditions. Current dispersion statistics include standard deviation near 0.27%. A fund’s downside behavior depends on what it holds and how correlated those holdings are in stressed markets.
3 Months Beta |Analyze PIMCO Income Demand TrendCheck current 90 days PIMCO INCOME correlation with market (Dow Jones Industrial)Downside Risk
PIMCO standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one. Standard deviation for PIMCO provides a statistical measure of daily price variability relative to the mean.
Standard Deviation | 0.27 |
It is essential to understand the difference between upside risk and downside risk for PIMCO INCOME. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in PIMCO INCOME's daily returns. Both total and downside risk metrics contribute to a thorough analysis of PIMCO INCOME. PIMCO Income Fund posted a Maximum Drawdown of 1.65 for the reported period.
Mutual Fund Volatility Analysis
Volatility refers to the frequency at which PIMCO INCOME fund price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same mutual fund. A mutual fund with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. PIMCO Income 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 INCOME has a beta of 0.0026 indicating as returns on the market go up, PIMCO INCOME's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding PIMCO Income Fund is expected to be smaller as well.Both systematic and unsystematic risks influence PIMCO INCOME. Market-wide movements drive the former, while company or sector-specific developments drive the latter. Beta estimates market responsiveness. PIMCO Income Fund posted a Mean Deviation of 0.19 and a Standard Deviation of 0.27 for the reported period.
Predicted Return Distribution |
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What Drives PIMCO INCOME's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the PIMCO sector can move PIMCO INCOME's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for PIMCO INCOME.PIMCO INCOME's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in PIMCO INCOME's shares.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of PIMCO INCOME is -1459.86. The daily returns are distributed with a variance of 0.07 and standard deviation of 0.27. The mean deviation of PIMCO Income Fund is currently at 0.19. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.028 | |
β | Beta against Dow Jones | 0.0026 | |
σ | Overall volatility | 0.27 | |
Ir | Information ratio | 0.10 |
Mutual Fund Return Volatility
PIMCO INCOME historical daily return volatility represents how much of PIMCO INCOME fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.2656% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
Strong recent returns in PIMCO Mutual Fund do not always mean PIMCO INCOME Mutual Fund is outperforming peers on business quality. Reviewing PIMCO INCOME's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.Risk Metrics, Assumptions & Methodology
Maximum drawdown for PIMCO INCOME captures the deepest NAV decline from peak, framing the worst-case experience for holders. Drawdown frequency and clustering help distinguish episodic stress from persistent volatility regimes.
Data shown for PIMCO Income Fund is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardPIMCO INCOME Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 3.15 times the return volatility of PIMCO Income Fund. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use PIMCO Income Fund to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of PIMCO INCOME to be traded at $11.32 in 90 days.Weak diversification
PIMCO INCOME currently posts a 0.54 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. A 0.54 reading means PIMCO INCOME and Dow Jones have partial price overlap, offering some diversification benefit.
PIMCO INCOME Additional Risk Indicators
Looking at additional risk metrics for PIMCO Income Fund frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | -10.83 | |||
| Mean Deviation | 0.188 | |||
| Coefficient Of Variation | -1,460 | |||
| Standard Deviation | 0.2656 | |||
| Variance | 0.0705 | |||
| Information Ratio | 0.103 |
PIMCO INCOME Suggested Diversification Pairs
Pair trading with PIMCO INCOME 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.
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 INCOME 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 INCOME'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 INCOME'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 Income Fund.