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PIMCO Commodity and Real Ret Bd Alp I-2 (PCRPX)
15.87
-0.41
(-2.52%)
At close: 8:07:15 PM EST
Fund Summary
The fund seeks to achieve its investment objective by investing under normal circumstances at least 80% of its assets in a combination of commodity instruments and Fixed Income Instrument investments. It invests in commodity-linked derivative instruments, including swap agreements, futures, options on futures, commodity index-linked notes and commodity options that provide exposure to the investment returns of the commodities markets, without investing directly in physical commodities.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 33.15% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 11 |
| Number of Years Down | 6 |
Performance & Risk
| YTD Return | 31.37% |
| 5y Average Return | 9.77% |
| Rank in Category (ytd) | 58 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.94 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
PCRPX | Category Average | PCRPX | Category Average | PCRPX | Category Average |
|
Alpha
|
0.77 | -0 | -1.28 | 0.01 | 0.04 | 0.01 |
|
BETA
|
0.94 | 0.01 | 1.03 | 0.01 | 1.09 | 0.01 |
|
Mean Annual Return
|
1.3 | 0 | 0.91 | 0 | 0.76 | -0 |
|
R-squared
|
95.57 | 0.85 | 95.42 | 0.82 | 95.25 | 0.88 |
|
Standard Deviation
|
13.4 | 0.17 | 16.4 | 0.15 | 15.71 | 0.16 |
|
Sharpe Ratio
|
0.82 | 0 | 0.42 | 0 | 0.42 | -0 |
|
Treynor Ratio
|
11.91 | 0.05 | 5.79 | 0.05 | 5.18 | -0.04 |
