Pimco Real Correlations

PRLPX Fund

USD 10.47 0.01 0.1%

The current 90-days correlation between Pimco Real Return and Long Term Government Fund is 0.01 (i.e., Significant 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

Very weak diversification

The correlation between Pimco Real Return and DJI is 0.45 (i.e., Very weak 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 employment.

Moving together with Pimco Mutual Fund

0.73	PWLEX	Pimco Rae Worldwide	Pair Corr
0.67	PWLBX	Pimco Rae Worldwide	Pair Corr
0.73	PWLMX	Pimco Rae Worldwide	Pair Corr
0.73	PWLIX	Pimco Rae Worldwide	Pair Corr
0.86	PFBPX	Pimco Foreign Bond	Pair Corr
0.72	PFCJX	Pimco Preferred And	Pair Corr
0.66	PFATX	Pimco Fundamental	Pair Corr
0.68	PFANX	Pimco Capital Sec	Pair Corr
0.69	PFGAX	Long Term Government	Pair Corr
0.66	PFGCX	Long Term Government	Pair Corr
0.63	PFIIX	Pimco Floating Income	Pair Corr
0.62	PFIUX	Pimco Unconstrained Bond	Pair Corr
0.71	PFINX	Pimco Capital Sec	Pair Corr
0.79	PFMIX	Municipal Bond	Pair Corr
0.86	PFONX	Pimco International Bond	Pair Corr
0.85	PFORX	Pimco Foreign Bond	Pair Corr
0.68	PFNNX	Pimco Preferred And	Pair Corr
0.61	PFNIX	Pimco Low Duration	Pair Corr
0.62	PFNUX	Pimco Dynamic Bond	Pair Corr
0.81	PFOAX	Pimco Foreign Bond	Pair Corr
0.81	PFOCX	Pimco Foreign Bond	Pair Corr
0.87	PFRAX	Pimco Foreign Bond	Pair Corr
0.7	PFRMX	Pimco Inflation Response	Pair Corr
0.68	PFPNX	Pimco Capital Sec	Pair Corr
0.61	PFTPX	Pimco Floating Income	Pair Corr
0.87	PFRRX	Pimco Foreign Bond	Pair Corr
0.62	PFSIX	Pimco Emerging Markets	Pair Corr
0.63	PFUUX	Pimco Foreign Bond	Pair Corr
0.61	PFUAX	Foreign Bond	Pair Corr
0.62	PFUIX	Foreign Bond	Pair Corr
0.62	PFUNX	Pimco International Bond	Pair Corr
0.62	PFUPX	Pimco Foreign Bond	Pair Corr
0.67	PGBIX	Global Bond Fund	Pair Corr

Related Correlations Analysis

	PWLEX	PWLBX	PWLMX	PWLIX	PFBPX	PFCJX	PFATX	PFANX	PFGAX	PFGCX
PWLEX		0.92	1.0	1.0	0.83	0.88	0.9	0.87	0.36	0.31	PWLEX
PWLBX	0.92		0.92	0.92	0.65	0.7	0.77	0.69	0.46	0.42	PWLBX
PWLMX	1.0	0.92		1.0	0.83	0.88	0.91	0.88	0.35	0.31	PWLMX
PWLIX	1.0	0.92	1.0		0.83	0.88	0.91	0.88	0.35	0.31	PWLIX
PFBPX	0.83	0.65	0.83	0.83		0.91	0.82	0.89	0.47	0.43	PFBPX
PFCJX	0.88	0.7	0.88	0.88	0.91		0.91	0.99	0.28	0.24	PFCJX
PFATX	0.9	0.77	0.91	0.91	0.82	0.91		0.91	0.19	0.14	PFATX
PFANX	0.87	0.69	0.88	0.88	0.89	0.99	0.91		0.28	0.23	PFANX
PFGAX	0.36	0.46	0.35	0.35	0.47	0.28	0.19	0.28		1.0	PFGAX
PFGCX	0.31	0.42	0.31	0.31	0.43	0.24	0.14	0.23	1.0		PFGCX
	PWLEX	PWLBX	PWLMX	PWLIX	PFBPX	PFCJX	PFATX	PFANX	PFGAX	PFGCX

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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
PWLEX	0.36	0.10	0.12	3.61	0.06	(0.49)	0.94	(0.55)	2.23
PWLBX	0.39	0.09	0.06	(1.54)	0.36	(0.49)	1.08	(0.55)	2.97
PWLMX	0.36	0.11	0.13	3.30	0.00	(0.49)	1.07	(0.55)	2.33
PWLIX	0.36	0.11	0.12	3.30	0.00	(0.51)	1.07	(0.55)	2.33
PFBPX	0.10	0.00	(0.24)	0.08	0.02	(0.15)	0.20	(0.20)	0.71
PFCJX	0.10	0.02	(0.15)	0.56	0.00	(0.14)	0.21	(0.21)	0.83
PFATX	0.52	0.14	0.16	0.62	0.27	(0.66)	1.29	(0.84)	2.33
PFANX	0.10	0.02	(0.16)	1.09	0.00	(0.15)	0.21	(0.21)	0.82
PFGAX	0.37	(0.01)	(0.10)	0.01	0.44	(0.42)	0.72	(0.77)	1.72
PFGCX	0.37	(0.01)	(0.11)	0.00	0.45	(0.42)	0.72	(0.77)	1.72

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Pimco Real Correlations

Pimco Real Correlation With Market

Very weak diversification

Moving together with Pimco Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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