Nasdaq
USD
PIMCO Mortgage Opportunities and BdInstl (PMZIX)
8.97
+0.03
(+0.34%)
As of 8:10:22 AM EDT. Market Open.
Fund Summary
The fund seeks to achieve its investment objective by investing at least 80% of its assets in a portfolio of mortgage-related assets, including, but not limited to Agency residential and commercial mortgage-backed securities and private label residential and commercial MBS, and of Fixed Income Instruments, which may be represented by forwards or derivatives such as options, futures contracts or swap agreements.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 8.52% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 12 |
| Number of Years Down | 1 |
Performance & Risk
| YTD Return | -0.87% |
| 5y Average Return | 2.55% |
| Rank in Category (ytd) | 62 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.69 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
PMZIX | Category Average | PMZIX | Category Average | PMZIX | Category Average |
|
Alpha
|
0.95 | -- | 0.84 | -- | 1.23 | -- |
|
BETA
|
0.69 | -- | 0.57 | -- | 0.52 | -- |
|
Mean Annual Return
|
0.43 | -- | 0.19 | -- | 0.26 | -- |
|
R-squared
|
88.12 | -- | 81.2 | -- | 58.38 | -- |
|
Standard Deviation
|
4.13 | -- | 4.13 | -- | 3.52 | -- |
|
Sharpe Ratio
|
0.17 | -- | -0.41 | -- | 0.16 | -- |
|
Treynor Ratio
|
0.91 | -- | -3.1 | -- | 0.99 | -- |
