Pimco Rafi Dynamic Etf Performance
| MFUS Etf | USD 50.85 0.25 0.49% |
The etf holds a Beta of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PIMCO RAFI's returns are expected to increase less than the market. However, during the bear market, the loss of holding PIMCO RAFI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days PIMCO RAFI Dynamic has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, PIMCO RAFI is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Learn to Evaluate using the Charts - Stock Traders Daily | 01/16/2025 |
| In Threey Sharp Ratio | 0.31 |
PIMCO |
PIMCO RAFI Relative Risk vs. Return Landscape
If you would invest 5,070 in PIMCO RAFI Dynamic on October 20, 2024 and sell it today you would earn a total of 15.00 from holding PIMCO RAFI Dynamic or generate 0.3% return on investment over 90 days. PIMCO RAFI Dynamic is currently generating 0.0075% in daily expected returns and assumes 0.7467% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than PIMCO, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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PIMCO RAFI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PIMCO RAFI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as PIMCO RAFI Dynamic, and traders can use it to determine the average amount a PIMCO RAFI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0101
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| Negative Returns | MFUS |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PIMCO RAFI is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PIMCO RAFI by adding PIMCO RAFI to a well-diversified portfolio.
PIMCO RAFI Fundamentals Growth
PIMCO Etf prices reflect investors' perceptions of the future prospects and financial health of PIMCO RAFI, and PIMCO RAFI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on PIMCO Etf performance.
| Total Asset | 96.35 M | |||
About PIMCO RAFI Performance
Assessing PIMCO RAFI's fundamental ratios provides investors with valuable insights into PIMCO RAFI's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the PIMCO RAFI is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective by investing at least 80 percent of its total assets in the component securities of the RAFI Dynamic Multi-Factor U.S. Pimco RAFI is traded on NYSEARCA Exchange in the United States.| Latest headline from news.google.com: Learn to Evaluate using the Charts - Stock Traders Daily | |
| The fund maintains all of the assets in different exotic instruments |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in PIMCO RAFI Dynamic. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
The market value of PIMCO RAFI Dynamic is measured differently than its book value, which is the value of PIMCO that is recorded on the company's balance sheet. Investors also form their own opinion of PIMCO RAFI's value that differs from its market value or its book value, called intrinsic value, which is PIMCO RAFI's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because PIMCO RAFI's market value can be influenced by many factors that don't directly affect PIMCO RAFI's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between PIMCO RAFI's value and its price as these two are different measures arrived at by different means. Investors typically determine if PIMCO RAFI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PIMCO RAFI's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.