Pimco Rafi Dynamic Etf Performance
| MFEM Etf | USD 19.75 0.08 0.41% |
The etf holds a Beta of 0.32, 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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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in PIMCO RAFI Dynamic are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy technical and fundamental indicators, PIMCO RAFI is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
PIMCO |
PIMCO RAFI Relative Risk vs. Return Landscape
If you would invest 1,932 in PIMCO RAFI Dynamic on September 5, 2024 and sell it today you would earn a total of 43.00 from holding PIMCO RAFI Dynamic or generate 2.23% return on investment over 90 days. PIMCO RAFI Dynamic is currently generating 0.0404% in daily expected returns and assumes 1.1086% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% 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 = 0.0365
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Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average PIMCO RAFI is performing at about 2% of its full potential. 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 it 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 | 75.17 M | |||
About PIMCO RAFI Performance
By examining PIMCO RAFI's fundamental ratios, stakeholders can obtain critical insights into PIMCO RAFI's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that PIMCO RAFI is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
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 Emerging Markets Index. Pimco RAFI is traded on NYSEARCA Exchange in the United States.| 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 income. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
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.