Pimco Credit Absolute Fund Market Value
| PCARX Fund | USD 9.86 0.01 0.10% |
| Symbol | Pimco |
Pimco Credit '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 Pimco Credit'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 Pimco Credit.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Pimco Credit on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Credit Absolute or generate 0.0% return on investment in Pimco Credit over 90 days. Pimco Credit is related to or competes with Pimco Credit, Pimco Extended, 1290 Unconstrained, Pax High, T Rowe, Government Bond, and Dreyfus Bond. The fund invests at least 80 percent of its assets in a diversified portfolio of Fixed Income Instruments of varying mat... More
Pimco Credit 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 Pimco Credit'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 Pimco Credit Absolute upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.126 | |||
| Information Ratio | (0.59) | |||
| Maximum Drawdown | 0.5081 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.2035 |
Pimco Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Credit's standard deviation. In reality, there are many statistical measures that can use Pimco Credit historical prices to predict the future Pimco Credit's volatility.| Risk Adjusted Performance | 0.1138 | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | 0.0043 | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 0.2358 |
Pimco Credit February 23, 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 | 0.1138 | |||
| Market Risk Adjusted Performance | 0.2458 | |||
| Mean Deviation | 0.0775 | |||
| Downside Deviation | 0.126 | |||
| Coefficient Of Variation | 419.0 | |||
| Standard Deviation | 0.0975 | |||
| Variance | 0.0095 | |||
| Information Ratio | (0.59) | |||
| Jensen Alpha | 0.0093 | |||
| Total Risk Alpha | 0.0043 | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 0.2358 | |||
| Maximum Drawdown | 0.5081 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.2035 | |||
| Downside Variance | 0.0159 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.12) | |||
| Skewness | 0.0721 | |||
| Kurtosis | 0.3167 |
Pimco Credit Absolute Backtested Returns
At this stage we consider Pimco Mutual Fund to be very steady. Pimco Credit Absolute maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pimco Credit Absolute, which you can use to evaluate the volatility of the fund. Please check Pimco Credit's Standard Deviation of 0.0975, downside deviation of 0.126, and Risk Adjusted Performance of 0.1138 to confirm if the risk estimate we provide is consistent with the expected return of 0.0153%. The fund holds a Beta of 0.0563, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pimco Credit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco Credit is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Pimco Credit Absolute has good reverse predictability. Overlapping area represents the amount of predictability between Pimco Credit time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 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 Pimco Credit Absolute price movement. The serial correlation of -0.51 indicates that about 51.0% of current Pimco Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Pimco Mutual Fund
Pimco Credit financial ratios help investors to determine whether Pimco 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 Pimco with respect to the benefits of owning Pimco Credit security.
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |