Pimco Modityrealreturn Strategy Fund Technical Analysis
| PCRPX Fund | USD 16.14 0.20 1.25% |
As of the 30th of January, Pimco Commodityrealret holds the Risk Adjusted Performance of 0.1682, coefficient of variation of 436.65, and Semi Deviation of 0.5993. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Pimco Commodityrealret, as well as the relationship between them.
Pimco Commodityrealret Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as PIMCO, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PIMCOPIMCO |
Pimco Commodityrealret '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 Commodityrealret'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 Commodityrealret.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Pimco Commodityrealret on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Pimco Modityrealreturn Strategy or generate 0.0% return on investment in Pimco Commodityrealret over 90 days. Pimco Commodityrealret is related to or competes with Pimco California, Franklin Adjustable, Nationwide Government, Old Westbury, and Short-term Government. The fund seeks to achieve its investment objective by investing under normal circumstances in commodity-linked derivativ... More
Pimco Commodityrealret 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 Commodityrealret'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 Modityrealreturn Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8545 | |||
| Information Ratio | 0.1608 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.57 |
Pimco Commodityrealret Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pimco Commodityrealret's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pimco Commodityrealret's standard deviation. In reality, there are many statistical measures that can use Pimco Commodityrealret historical prices to predict the future Pimco Commodityrealret's volatility.| Risk Adjusted Performance | 0.1682 | |||
| Jensen Alpha | 0.1781 | |||
| Total Risk Alpha | 0.1322 | |||
| Sortino Ratio | 0.169 | |||
| Treynor Ratio | 0.5698 |
Pimco Commodityrealret January 30, 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 | 0.1682 | |||
| Market Risk Adjusted Performance | 0.5798 | |||
| Mean Deviation | 0.7163 | |||
| Semi Deviation | 0.5993 | |||
| Downside Deviation | 0.8545 | |||
| Coefficient Of Variation | 436.65 | |||
| Standard Deviation | 0.8981 | |||
| Variance | 0.8066 | |||
| Information Ratio | 0.1608 | |||
| Jensen Alpha | 0.1781 | |||
| Total Risk Alpha | 0.1322 | |||
| Sortino Ratio | 0.169 | |||
| Treynor Ratio | 0.5698 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 0.7302 | |||
| Semi Variance | 0.3592 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.1) | |||
| Kurtosis | (0.27) |
Pimco Modityrealreturn Backtested Returns
Pimco Commodityrealret appears to be very steady, given 3 months investment horizon. Pimco Modityrealreturn maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pimco Modityrealreturn, which you can use to evaluate the volatility of the fund. Please evaluate Pimco Commodityrealret's Semi Deviation of 0.5993, coefficient of variation of 436.65, and Risk Adjusted Performance of 0.1682 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pimco Commodityrealret's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pimco Commodityrealret is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Pimco Modityrealreturn Strategy has modest predictability. Overlapping area represents the amount of predictability between Pimco Commodityrealret time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 Modityrealreturn price movement. The serial correlation of 0.5 indicates that about 50.0% of current Pimco Commodityrealret price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Pimco Commodityrealret technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Pimco Modityrealreturn Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Pimco Modityrealreturn volatility developed by Welles Wilder.
About Pimco Commodityrealret Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Pimco Modityrealreturn Strategy on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Pimco Modityrealreturn Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Pimco Modityrealreturn price pattern first instead of the macroeconomic environment surrounding Pimco Modityrealreturn. By analyzing Pimco Commodityrealret's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Pimco Commodityrealret's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Pimco Commodityrealret specific price patterns or momentum indicators. Please read more on our technical analysis page.
Pimco Commodityrealret January 30, 2026 Technical Indicators
Most technical analysis of PIMCO help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for PIMCO from various momentum indicators to cycle indicators. When you analyze PIMCO charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1682 | |||
| Market Risk Adjusted Performance | 0.5798 | |||
| Mean Deviation | 0.7163 | |||
| Semi Deviation | 0.5993 | |||
| Downside Deviation | 0.8545 | |||
| Coefficient Of Variation | 436.65 | |||
| Standard Deviation | 0.8981 | |||
| Variance | 0.8066 | |||
| Information Ratio | 0.1608 | |||
| Jensen Alpha | 0.1781 | |||
| Total Risk Alpha | 0.1322 | |||
| Sortino Ratio | 0.169 | |||
| Treynor Ratio | 0.5698 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.57 | |||
| Downside Variance | 0.7302 | |||
| Semi Variance | 0.3592 | |||
| Expected Short fall | (0.85) | |||
| Skewness | (0.1) | |||
| Kurtosis | (0.27) |
Pimco Modityrealreturn One Year Return
Based on the recorded statements, Pimco Modityrealreturn Strategy has an One Year Return of 27.4409%. This is 864.37% lower than that of the PIMCO family and 193.85% lower than that of the Commodities Broad Basket category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Pimco Commodityrealret January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as PIMCO stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 16.14 | ||
| Day Typical Price | 16.14 | ||
| Price Action Indicator | 0.10 |
Other Information on Investing in PIMCO Mutual Fund
Pimco Commodityrealret 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 Commodityrealret security.
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