Pimco Real Correlations

PRLPX Fund

USD 10.40 0.01 0.1%

The current 90-days correlation between Pimco Real Return and Franklin Vertible Securities is 0.13 (i.e., Average diversification). The correlation of Pimco Real is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Pimco Real Correlation With Market

Significant diversification

The correlation between Pimco Real Return and DJI is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pimco Real Return and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Pimco Real Return. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in inflation.

Moving together with Pimco Mutual Fund

0.7	PFBPX	Pimco Foreign Bond	Pair Corr
0.61	PFGAX	Long Term Government	Pair Corr
0.7	PFONX	Pimco International Bond	Pair Corr
0.7	PFORX	Pimco Foreign Bond	Pair Corr
0.7	PFRAX	Pimco Foreign Bond	Pair Corr
0.72	PFRRX	Pimco Foreign Bond	Pair Corr

Related Correlations Analysis

	WESRX	PCNTX	MCFAX	CCD	XAVKX	FISCX
WESRX		0.82	0.86	0.87	0.62	0.87	WESRX
PCNTX	0.82		0.84	0.94	0.7	0.83	PCNTX
MCFAX	0.86	0.84		0.89	0.56	0.97	MCFAX
CCD	0.87	0.94	0.89		0.72	0.86	CCD
XAVKX	0.62	0.7	0.56	0.72		0.57	XAVKX
FISCX	0.87	0.83	0.97	0.86	0.57		FISCX
	WESRX	PCNTX	MCFAX	CCD	XAVKX	FISCX

Risk-Adjusted Indicators

There is a big difference between Pimco Mutual Fund performing well and Pimco Real Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Pimco Real's multiple risk-adjusted performance indicators across the competitive landscape. 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
WESRX	0.93	0.07	0.07	0.14	0.93	(1.08)	1.75	(1.77)	8.76
PCNTX	0.76	0.09	0.08	0.18	0.80	(0.84)	1.58	(1.58)	5.73
MCFAX	0.23	0.03	(0.10)	0.61	0.15	(0.27)	0.54	(0.53)	1.31
CCD	0.73	0.09	0.09	0.18	0.71	(0.82)	1.66	(1.50)	4.60
XAVKX	0.59	(0.02)	(0.09)	(0.06)	0.75	(0.73)	1.13	(1.55)	3.76
FISCX	0.49	0.05	(0.01)	0.46	0.52	(0.53)	0.99	(1.00)	2.54

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Pimco Real Correlations

Pimco Real Correlation With Market

Significant diversification

Moving together with Pimco Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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