PIMCO INVESTMENT Coefficient Of Variation
| PBDPX Fund | | | USD 9.07 -0.02 -0.22% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is PIMCO INVESTMENT's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At
-5,947, PIMCO INVESTMENT's Coefficient Of Variation indicates that PIMCO INVESTMENT's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -5,947 | |
Coefficient Of Variation Peers Comparison
The peer group averages 1057.52 for Coefficient Of Variation, with PIMCO INVESTMENT at -5946.7352 falling below that level. Readings span 786.39 (Templeton Emerging Markets) to 1867.35 (Msif Emerging Markets). Relative to peers, PIMCO INVESTMENT's current CV suggests a less favorable risk-return profile over the measured period, as volatility has not translated into positive expected returns.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for PIMCO Investment and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare PIMCO INVESTMENT to PeersMethodology, Assumptions & Data Sources
PIMCO INVESTMENT has a current Coefficient Of Variation reading of -5,947. The Coefficient Of Variation for PIMCO INVESTMENT applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This fund metric is provided for analytical reference.
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