Pimco Real Return Fund Market Value
| PRTPX Fund | USD 11.85 0.03 0.25% |
| Symbol | Pimco |
Pimco Real '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 Real'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 Real.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Pimco Real on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Real Return or generate 0.0% return on investment in Pimco Real over 90 days. Pimco Real is related to or competes with Pimco Rae, Pimco Rae, Pimco Rae, Pimco Rae, Pimco Foreign, Pimco Preferred, and Pimco Fundamental. The fund invests at least 80 percent of its net assets in inflation-indexed bonds of varying maturities issued by the U.... More
Pimco Real 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 Real'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 Real Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4785 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 2.16 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.7847 |
Pimco Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Real's standard deviation. In reality, there are many statistical measures that can use Pimco Real historical prices to predict the future Pimco Real's volatility.| Risk Adjusted Performance | 0.0409 | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.1243 |
Pimco Real February 27, 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 | 0.0409 | |||
| Market Risk Adjusted Performance | 0.1343 | |||
| Mean Deviation | 0.3822 | |||
| Semi Deviation | 0.4215 | |||
| Downside Deviation | 0.4785 | |||
| Coefficient Of Variation | 1631.26 | |||
| Standard Deviation | 0.4819 | |||
| Variance | 0.2322 | |||
| Information Ratio | (0.19) | |||
| Jensen Alpha | 0.0019 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.1243 | |||
| Maximum Drawdown | 2.16 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.7847 | |||
| Downside Variance | 0.2289 | |||
| Semi Variance | 0.1777 | |||
| Expected Short fall | (0.42) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.4968 |
Pimco Real Return Backtested Returns
At this stage we consider Pimco Mutual Fund to be very steady. Pimco Real Return maintains Sharpe Ratio (i.e., Efficiency) of 0.0624, which implies the entity had a 0.0624 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pimco Real Return, which you can use to evaluate the volatility of the fund. Please check Pimco Real's Risk Adjusted Performance of 0.0409, coefficient of variation of 1631.26, and Semi Deviation of 0.4215 to confirm if the risk estimate we provide is consistent with the expected return of 0.0295%. The fund holds a Beta of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pimco Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco Real is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Pimco Real Return has weak predictability. Overlapping area represents the amount of predictability between Pimco Real time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Real Return price movement. The serial correlation of 0.22 indicates that over 22.0% of current Pimco Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Real 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 Real security.
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