Pimco Real Correlations

PRTPX Fund

USD 11.48 0.08 0.69%

The current 90-days correlation between Pimco Real Return and Arrow Managed Futures is 0.22 (i.e., Modest 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 good diversification

The correlation between Pimco Real Return and DJI is -0.43 (i.e., Very good 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 metropolitan statistical area.

Moving together with Pimco Mutual Fund

0.93

PFGCX

Long Term Government

Pair Corr

Moving against Pimco Mutual Fund

0.62	PFATX	Pimco Fundamental	Pair Corr
0.55	PFNCX	Pimco Floating Income	Pair Corr
0.46	PFIUX	Pimco Unconstrained Bond	Pair Corr
0.44	PWLEX	Pimco Rae Worldwide	Pair Corr
0.38	PFIIX	Pimco Floating Income	Pair Corr
0.34	PFIAX	Pimco Floating Income	Pair Corr
0.34	PFINX	Pimco Capital Sec	Pair Corr
0.32	PWLMX	Pimco Rae Worldwide	Pair Corr
0.32	PFANX	Pimco Capital Sec	Pair Corr
0.31	PWLIX	Pimco Rae Worldwide	Pair Corr
0.54	PFTCX	Short Term Fund	Pair Corr
0.5	PFNIX	Pimco Low Duration	Pair Corr
0.47	PFSIX	Pimco Emerging Markets	Pair Corr
0.46	PFNUX	Pimco Dynamic Bond	Pair Corr
0.34	PFPNX	Pimco Capital Sec	Pair Corr
0.34	PFTPX	Pimco Floating Income	Pair Corr
0.33	PFNNX	Pimco Preferred And	Pair Corr
0.33	PFUAX	Foreign Bond	Pair Corr
0.33	PFUIX	Foreign Bond	Pair Corr
0.32	PFUUX	Pimco Foreign Bond	Pair Corr
0.63	PXTIX	Fundamental Indexplus	Pair Corr
0.63	PXTNX	Pimco Rae Plus	Pair Corr
0.45	PGAPX	Pimco Global Multi	Pair Corr
0.45	PGAIX	Pimco Global Multi	Pair Corr
0.45	PGMAX	Pimco Global Multi	Pair Corr
0.44	PGMCX	Pimco Global Multi	Pair Corr

Related Correlations Analysis

	IIXCX	ARHBX	CSMDX	SCYVX	GQESX	BOSVX	EICVX	MFTNX
IIXCX		0.84	0.89	0.87	0.85	0.89	0.9	0.84	IIXCX
ARHBX	0.84		0.95	0.97	0.97	0.97	0.92	0.94	ARHBX
CSMDX	0.89	0.95		0.99	0.92	0.96	0.92	0.93	CSMDX
SCYVX	0.87	0.97	0.99		0.95	0.98	0.92	0.94	SCYVX
GQESX	0.85	0.97	0.92	0.95		0.97	0.91	0.91	GQESX
BOSVX	0.89	0.97	0.96	0.98	0.97		0.94	0.92	BOSVX
EICVX	0.9	0.92	0.92	0.92	0.91	0.94		0.84	EICVX
MFTNX	0.84	0.94	0.93	0.94	0.91	0.92	0.84		MFTNX
	IIXCX	ARHBX	CSMDX	SCYVX	GQESX	BOSVX	EICVX	MFTNX

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
IIXCX	0.06	0.01	(0.20)	0.30	0.00	(0.18)	0.22	(0.11)	0.54
ARHBX	0.62	0.14	0.22	0.24	0.29	(0.77)	1.37	(0.91)	6.48
CSMDX	0.70	0.07	0.09	0.10	0.62	(0.86)	1.84	(1.17)	5.89
SCYVX	0.82	0.14	0.15	0.17	0.75	(1.00)	2.27	(1.61)	4.78
GQESX	0.67	0.14	0.18	0.24	0.47	(0.81)	1.41	(1.12)	9.05
BOSVX	0.98	0.27	0.28	0.31	0.55	(1.23)	2.82	(1.44)	9.89
EICVX	0.66	0.18	0.27	0.25	0.19	(0.77)	1.31	(0.84)	8.80
MFTNX	1.07	0.14	0.09	0.17	1.26	(1.19)	2.08	(2.18)	5.85

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