Pimco International Fundamental Fund Market Value
| PTSIX Fund | USD 9.80 0.07 0.71% |
| Symbol | Pimco |
Pimco International '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 International'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 International.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Pimco International on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco International Fundamental or generate 0.0% return on investment in Pimco International over 90 days. Pimco International is related to or competes with Transamerica Emerging, Artisan Emerging, Shelton Emerging, Extended Market, Rbc Emerging, Ab Bond, and Aqr Long-short. The investment seeks total return which exceeds that of its benchmark More
Pimco International 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 International'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 International Fundamental upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5642 | |||
| Information Ratio | 0.3527 | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 1.37 |
Pimco International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco International's standard deviation. In reality, there are many statistical measures that can use Pimco International historical prices to predict the future Pimco International's volatility.| Risk Adjusted Performance | 0.3146 | |||
| Jensen Alpha | 0.2542 | |||
| Total Risk Alpha | 0.2397 | |||
| Sortino Ratio | 0.4179 | |||
| Treynor Ratio | 0.5718 |
Pimco International February 6, 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 | 0.3146 | |||
| Market Risk Adjusted Performance | 0.5818 | |||
| Mean Deviation | 0.5319 | |||
| Downside Deviation | 0.5642 | |||
| Coefficient Of Variation | 238.04 | |||
| Standard Deviation | 0.6685 | |||
| Variance | 0.4469 | |||
| Information Ratio | 0.3527 | |||
| Jensen Alpha | 0.2542 | |||
| Total Risk Alpha | 0.2397 | |||
| Sortino Ratio | 0.4179 | |||
| Treynor Ratio | 0.5718 | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 1.37 | |||
| Downside Variance | 0.3183 | |||
| Semi Variance | (0.09) | |||
| Expected Short fall | (0.69) | |||
| Skewness | 0.171 | |||
| Kurtosis | (0.03) |
Pimco International Backtested Returns
Pimco International appears to be very steady, given 3 months investment horizon. Pimco International maintains Sharpe Ratio (i.e., Efficiency) of 0.41, which implies the entity had a 0.41 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Pimco International, which you can use to evaluate the volatility of the fund. Please evaluate Pimco International's Risk Adjusted Performance of 0.3146, downside deviation of 0.5642, and Standard Deviation of 0.6685 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.47, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pimco International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco International is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Pimco International Fundamental has very good predictability. Overlapping area represents the amount of predictability between Pimco International time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 International price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Pimco International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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 International 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 International security.
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