Pimco Commodityrealret Risk Adjusted Performance
PCRPX Fund | USD 12.97 0.07 0.54% |
Pimco |
| = | 0.0352 |
ER[a] | = | Expected return on investing in Pimco Commodityrealret |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Pimco Commodityrealret Risk Adjusted Performance Peers Comparison
Pimco Risk Adjusted Performance Relative To Other Indicators
Pimco Modityrealreturn Strategy is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 105.56 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Pimco Modityrealreturn Strategy is roughly 105.56
Risk Adjusted Performance |
Compare Pimco Commodityrealret to Peers |
Thematic Opportunities
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Pimco Commodityrealret Technical Signals
All Pimco Commodityrealret 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 | 0.0352 | |||
Market Risk Adjusted Performance | 0.8168 | |||
Mean Deviation | 0.6617 | |||
Semi Deviation | 0.8879 | |||
Downside Deviation | 0.9825 | |||
Coefficient Of Variation | 2227.55 | |||
Standard Deviation | 0.841 | |||
Variance | 0.7072 | |||
Information Ratio | (0.09) | |||
Jensen Alpha | 0.0242 | |||
Total Risk Alpha | (0.09) | |||
Sortino Ratio | (0.08) | |||
Treynor Ratio | 0.8068 | |||
Maximum Drawdown | 3.72 | |||
Value At Risk | (1.28) | |||
Potential Upside | 1.36 | |||
Downside Variance | 0.9654 | |||
Semi Variance | 0.7884 | |||
Expected Short fall | (0.63) | |||
Skewness | (0.20) | |||
Kurtosis | (0.09) |