Pcm Fund Market Value
| PCM Fund | USD 6.07 0.01 0.16% |
| Symbol | Pcm |
Pcm Fund '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 Pcm Fund's 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 Pcm Fund.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Pcm Fund on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Pcm Fund or generate 0.0% return on investment in Pcm Fund over 90 days. Pcm Fund is related to or competes with Hennessy, Ariel Focus, Invesco High, Amg Frontier, Swiss Helvetia, Western Asset, and Aberdeen Global. PCM Fund Inc. is a closed ended fixed income mutual fund launched and managed by Allianz Global Investors Fund Managemen... More
Pcm Fund 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 Pcm Fund's 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 Pcm Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6686 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.67 |
Pcm Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pcm Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pcm Fund's standard deviation. In reality, there are many statistical measures that can use Pcm Fund historical prices to predict the future Pcm Fund's volatility.| Risk Adjusted Performance | 0.0052 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pcm Fund's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pcm Fund February 20, 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 | 0.0052 | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 0.3911 | |||
| Semi Deviation | 0.5435 | |||
| Downside Deviation | 0.6686 | |||
| Coefficient Of Variation | 8503.1 | |||
| Standard Deviation | 0.554 | |||
| Variance | 0.3069 | |||
| Information Ratio | (0.10) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.02) | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.67 | |||
| Downside Variance | 0.447 | |||
| Semi Variance | 0.2954 | |||
| Expected Short fall | (0.47) | |||
| Skewness | (0.63) | |||
| Kurtosis | 2.32 |
Pcm Fund Backtested Returns
As of now, Pcm Fund is very steady. Pcm Fund maintains Sharpe Ratio (i.e., Efficiency) of 0.0657, which implies the entity had a 0.0657 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pcm Fund, which you can use to evaluate the volatility of the fund. Please check Pcm Fund's Risk Adjusted Performance of 0.0052, semi deviation of 0.5435, and Coefficient Of Variation of 8503.1 to confirm if the risk estimate we provide is consistent with the expected return of 0.0291%. The fund holds a Beta of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pcm Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pcm Fund is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Pcm Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pcm Fund time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Pcm Fund price movement. The serial correlation of -0.18 indicates that over 18.0% of current Pcm Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Try AI Portfolio ProphetOther Information on Investing in Pcm Fund
Pcm Fund financial ratios help investors to determine whether Pcm 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 Pcm with respect to the benefits of owning Pcm Fund security.
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