Pimco California Municipal Fund Market Value
| PCTPX Fund | USD 10.73 0.01 0.09% |
| Symbol | Pimco |
Pimco California '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 California'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 California.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Pimco California on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco California Municipal or generate 0.0% return on investment in Pimco California over 90 days. Pimco California is related to or competes with Artisan Mid, Small Cap, Gmo Implementation, Jpmorgan Diversified, Tiaa-cref Small-cap, T Rowe, and Aqr Diversified. The fund normally invests at least 80 percent of its assets in debt securities whose interest is, in the opinion of bond... More
Pimco California 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 California'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 California Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1615 | |||
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 0.7473 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.1873 |
Pimco California Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco California's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco California's standard deviation. In reality, there are many statistical measures that can use Pimco California historical prices to predict the future Pimco California's volatility.| Risk Adjusted Performance | 0.0066 | |||
| Jensen Alpha | 0.0011 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | 0.0236 |
Pimco California January 24, 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 | 0.0066 | |||
| Market Risk Adjusted Performance | 0.0336 | |||
| Mean Deviation | 0.0845 | |||
| Semi Deviation | 0.0109 | |||
| Downside Deviation | 0.1615 | |||
| Coefficient Of Variation | 1311.85 | |||
| Standard Deviation | 0.1237 | |||
| Variance | 0.0153 | |||
| Information Ratio | (0.56) | |||
| Jensen Alpha | 0.0011 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | 0.0236 | |||
| Maximum Drawdown | 0.7473 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.1873 | |||
| Downside Variance | 0.0261 | |||
| Semi Variance | 1.0E-4 | |||
| Expected Short fall | (0.14) | |||
| Skewness | 0.052 | |||
| Kurtosis | 2.04 |
Pimco California Mun Backtested Returns
At this stage we consider Pimco Mutual Fund to be very steady. Pimco California Mun maintains Sharpe Ratio (i.e., Efficiency) of 0.0762, which implies the entity had a 0.0762 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pimco California Mun, which you can use to evaluate the volatility of the fund. Please check Pimco California's Coefficient Of Variation of 1311.85, semi deviation of 0.0109, and Risk Adjusted Performance of 0.0066 to confirm if the risk estimate we provide is consistent with the expected return of 0.0094%. The fund holds a Beta of -0.0241, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pimco California are expected to decrease at a much lower rate. During the bear market, Pimco California is likely to outperform the market.
Auto-correlation | 0.24 |
Weak predictability
Pimco California Municipal has weak predictability. Overlapping area represents the amount of predictability between Pimco California time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Pimco California Mun price movement. The serial correlation of 0.24 indicates that over 24.0% of current Pimco California price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.35 | |
| 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 California 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 California security.
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