Pace Mortgage Backed Securities Fund Key Fundamental Indicators
| PFXAX Fund | USD 10.44 0.01 0.1% |
As of the 31st of January, Pace Mortgage holds the Semi Deviation of 0.1936, coefficient of variation of 3474.53, and insignificant Risk Adjusted Performance. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Pace Mortgage, as well as the relationship between them.
Pace Mortgage's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Pace Mortgage's valuation are provided below:Pace Mortgage Backed Securities does not presently have any trending fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Pace |
Pace Mortgage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Pace Mortgage's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Pace Mortgage.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Pace Mortgage on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Pace Mortgage Backed Securities or generate 0.0% return on investment in Pace Mortgage over 90 days. Pace Mortgage is related to or competes with Qs Global, The Hartford, Dws Global, Tweedy Browne, Doubleline Global, and Morningstar Global. Under normal circumstances, the fund invests at least 80 percent of its net assets in a diversified portfolio of mortgage-related fixed income instruments, including mortgage-backed securities , commercial mortgage-backed securities, to be announced securities and mortgage dollar rolls. More
Pace Mortgage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Pace Mortgage's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Pace Mortgage Backed Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2673 | |||
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 0.9565 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.2899 |
Pace Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pace Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pace Mortgage's standard deviation. In reality, there are many statistical measures that can use Pace Mortgage historical prices to predict the future Pace Mortgage's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | (0.05) |
Pace Mortgage January 31, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.04) | |||
| Mean Deviation | 0.155 | |||
| Semi Deviation | 0.1936 | |||
| Downside Deviation | 0.2673 | |||
| Coefficient Of Variation | 3474.53 | |||
| Standard Deviation | 0.2096 | |||
| Variance | 0.0439 | |||
| Information Ratio | (0.26) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | (0.05) | |||
| Maximum Drawdown | 0.9565 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.2899 | |||
| Downside Variance | 0.0715 | |||
| Semi Variance | 0.0375 | |||
| Expected Short fall | (0.18) | |||
| Skewness | (0.58) | |||
| Kurtosis | 1.1 |
Pace Mortgage Backed Backtested Returns
At this stage we consider Pace Mutual Fund to be very steady. Pace Mortgage Backed maintains Sharpe Ratio (i.e., Efficiency) of 0.0728, which implies the entity had a 0.0728 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pace Mortgage Backed, which you can use to evaluate the volatility of the fund. Please check Pace Mortgage's insignificant Risk Adjusted Performance, coefficient of variation of 3474.53, and Semi Deviation of 0.1936 to confirm if the risk estimate we provide is consistent with the expected return of 0.0144%. The fund holds a Beta of 0.0806, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pace Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pace Mortgage is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Pace Mortgage Backed Securities has modest predictability. Overlapping area represents the amount of predictability between Pace Mortgage time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pace Mortgage Backed price movement. The serial correlation of 0.52 indicates that about 52.0% of current Pace Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Small firms, start-ups, or companies with high growth potential typically do not pay out dividends or distribute a lot of their profits. These companies will have small yield. Alternatively, more established companies, ETFs, and funds that invest in bonds will have higher yields.
| Competition |
In accordance with the recently published financial statements, Pace Mortgage Backed Securities has an Annual Yield of 0.0499%. This is much higher than that of the UBS Asset Management family and significantly higher than that of the Intermediate Core Bond category. The annual yield for all United States funds is notably lower than that of the firm.
Pace Mortgage Backed Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Pace Mortgage's current stock value. Our valuation model uses many indicators to compare Pace Mortgage value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Pace Mortgage competition to find correlations between indicators driving Pace Mortgage's intrinsic value. More Info.Pace Mortgage Backed Securities is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 10.71 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Pace Mortgage's earnings, one of the primary drivers of an investment's value.Pace Annual Yield Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Pace Mortgage's direct or indirect competition against its Annual Yield to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Pace Mortgage could also be used in its relative valuation, which is a method of valuing Pace Mortgage by comparing valuation metrics of similar companies.Pace Mortgage is currently under evaluation in annual yield among similar funds.
Pace Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Pace Mortgage's current stock value. Our valuation model uses many indicators to compare Pace Mortgage value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Pace Mortgage competition to find correlations between indicators driving Pace Mortgage's intrinsic value. More Info.Pace Mortgage Backed Securities is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 10.71 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Pace Mortgage's earnings, one of the primary drivers of an investment's value.Pace Fundamentals
| Total Asset | 234.9 M | |||
| Annual Yield | 0.05 % | |||
| Year To Date Return | 0.53 % | |||
| One Year Return | 8.27 % | |||
| Three Year Return | 3.63 % | |||
| Five Year Return | (0.38) % | |||
| Ten Year Return | 2.87 % | |||
| Net Asset | 384.05 M | |||
| Last Dividend Paid | 0.03 | |||
| Cash Position Weight | (1.46) % | |||
| Bond Positions Weight | 0.74 % |
About Pace Mortgage Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Pace Mortgage Backed Securities's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Pace Mortgage using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Pace Mortgage Backed Securities based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal circumstances, the fund invests at least 80 percent of its net assets in a diversified portfolio of mortgage-related fixed income instruments, including mortgage-backed securities , commercial mortgage-backed securities, to be announced securities and mortgage dollar rolls.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Pace Mutual Fund
Pace Mortgage financial ratios help investors to determine whether Pace Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Pace with respect to the benefits of owning Pace Mortgage security.
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