Pimco Municipal Income Fund Market Value
| PML Fund | USD 7.82 0.01 0.13% |
| Symbol | Pimco |
Pimco Municipal '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 Municipal'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 Municipal.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in Pimco Municipal on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Municipal Income or generate 0.0% return on investment in Pimco Municipal over 90 days. Pimco Municipal is related to or competes with Nuveen California, Liberty All, Fam Value, Pimco Dynamic, Eaton Vance, Brandes International, and Royce Pennsylvania. PIMCO Municipal Income Fund II is a closed ended fixed income mutual fund launched and managed by Allianz Global Investo... More
Pimco Municipal 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 Municipal'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 Municipal Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4403 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.6702 |
Pimco Municipal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Municipal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Municipal's standard deviation. In reality, there are many statistical measures that can use Pimco Municipal historical prices to predict the future Pimco Municipal's volatility.| Risk Adjusted Performance | 0.038 | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | (4.10) |
Pimco Municipal February 26, 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 | 0.038 | |||
| Market Risk Adjusted Performance | (4.09) | |||
| Mean Deviation | 0.361 | |||
| Semi Deviation | 0.3667 | |||
| Downside Deviation | 0.4403 | |||
| Coefficient Of Variation | 1711.3 | |||
| Standard Deviation | 0.4519 | |||
| Variance | 0.2042 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | (4.10) | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.6702 | |||
| Downside Variance | 0.1939 | |||
| Semi Variance | 0.1344 | |||
| Expected Short fall | (0.44) | |||
| Skewness | 0.0179 | |||
| Kurtosis | 0.4468 |
Pimco Municipal Income Backtested Returns
As of now, Pimco Fund is very steady. Pimco Municipal Income maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Pimco Municipal Income, which you can use to evaluate the volatility of the fund. Please check Pimco Municipal's Risk Adjusted Performance of 0.038, coefficient of variation of 1711.3, and Semi Deviation of 0.3667 to confirm if the risk estimate we provide is consistent with the expected return of 0.0486%. The fund holds a Beta of -0.004, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pimco Municipal are expected to decrease at a much lower rate. During the bear market, Pimco Municipal is likely to outperform the market.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Pimco Municipal Income has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pimco Municipal time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 Municipal Income price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Pimco Municipal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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Pimco Municipal 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 Municipal security.
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