Pimco High Income Fund Market Value
| PHK Fund | USD 4.94 0.01 0.20% |
| Symbol | Pimco |
Pimco High '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 High'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 Pimco High.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Pimco High on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco High Income or generate 0.0% return on investment in Pimco High over 90 days. Pimco High is related to or competes with Pimco Corporate, PIMCO Access, Eaton Vance, John Hancock, Allianzgi Equity, Nuveen New, and Calamos Convertible. PIMCO High Income Fund is a closed ended fixed income mutual fund launched and managed by Allianz Global Investors Fund ... More
Pimco High 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 High'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 Pimco High Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5023 | |||
| Information Ratio | 0.0929 | |||
| Maximum Drawdown | 2.08 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.616 |
Pimco High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco High's standard deviation. In reality, there are many statistical measures that can use Pimco High historical prices to predict the future Pimco High's volatility.| Risk Adjusted Performance | 0.2003 | |||
| Jensen Alpha | 0.0831 | |||
| Total Risk Alpha | 0.0615 | |||
| Sortino Ratio | 0.0637 | |||
| Treynor Ratio | 1.86 |
Pimco High 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 | 0.2003 | |||
| Market Risk Adjusted Performance | 1.87 | |||
| Mean Deviation | 0.2523 | |||
| Downside Deviation | 0.5023 | |||
| Coefficient Of Variation | 360.43 | |||
| Standard Deviation | 0.3444 | |||
| Variance | 0.1186 | |||
| Information Ratio | 0.0929 | |||
| Jensen Alpha | 0.0831 | |||
| Total Risk Alpha | 0.0615 | |||
| Sortino Ratio | 0.0637 | |||
| Treynor Ratio | 1.86 | |||
| Maximum Drawdown | 2.08 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.616 | |||
| Downside Variance | 0.2523 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.35) | |||
| Skewness | (0.52) | |||
| Kurtosis | 2.13 |
Pimco High Income Backtested Returns
As of now, Pimco Fund is very steady. Pimco High Income maintains Sharpe Ratio (i.e., Efficiency) of 0.26, which implies the entity had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pimco High Income, which you can use to evaluate the volatility of the fund. Please check Pimco High's Downside Deviation of 0.5023, standard deviation of 0.3444, and Risk Adjusted Performance of 0.2003 to confirm if the risk estimate we provide is consistent with the expected return of 0.0923%. The fund holds a Beta of 0.0459, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pimco High's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco High is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Pimco High Income has good predictability. Overlapping area represents the amount of predictability between Pimco High 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 Pimco High Income price movement. The serial correlation of 0.68 indicates that around 68.0% of current Pimco High price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetOther Information on Investing in Pimco Fund
Pimco High financial ratios help investors to determine whether Pimco 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 High security.
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities |