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Pimco Trends Managed Futures Strategy E Cap $
10.73
+0.56%
Currency: USD
Date: 25/12/19
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 10.73 | 10.67 | USD | 25/12/19 | +0.56 |
Terms
| Isin | IE00BWX5WK98 |
| Contract Type | N.D. |
| Currency | USD |
| Class | E |
| Risk Class | 3 |
| Assogestioni Category | Fondi Flessibili |
| Declared Benchmark | 100% ICE BofA SOFR Overnight Rate |
| Start Date | 15/06/30 |
| Advisor Name | Matt Dorsten; Graham A. Rennison |
| Fund Asset Under Management | N.Av. |
Performance
| Cumulatives | |
|---|---|
| 1 month | +1.27 |
| Ytd | -11.93 |
| 1 year | -10.44 |
| 3 years | -17.72 |
| 5 years | +5.70 |
| Yearly | |
|---|---|
| 11/30/2024 | +1.63 |
| 11/30/2023 | -7.90 |
| 11/30/2022 | +16.47 |
| 11/30/2021 | +9.46 |
| 11/30/2020 | -4.87 |
| Rating |
|---|
|
| Score |
|---|
| 35.1053 |
Company
Pimco Global Advisors Ltd
30 Herbert Street Dublin 2 - Dublin
Tel. N.Av.
30 Herbert Street Dublin 2 - Dublin
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 4,8500 - Max: 4,8500 |
| Management | 2.5 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Subscription
| One Solution | |
|---|---|
| Initial | 1000,0000 USD |
| Integrative | 0,0000 USD |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 1000,0000 |
Costs
| Entrance (ACP) | Min: 4,8500 - Max: 4,8500 |
| Management | 2.5 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.31 |
| 1 week | +0.43 |
| 1 month | +1.27 |
| 3 months | +4.87 |
| 6 months | +8.69 |
| From the beginning of the year | -11.93 |
| 1 year | -10.44 |
| 2 years | -10.77 |
| 3 years | -17.72 |
| 4 years | -4.13 |
| 5 years | +5.70 |
| Yearly | |
|---|---|
| 11/30/2024 | +1.63 |
| 11/30/2023 | -7.90 |
| 11/30/2022 | +16.47 |
| 11/30/2021 | +9.46 |
| 11/30/2020 | -4.87 |
| Rating |
|---|
|
|
| Score |
|---|
| 35.1053 |
Efficiency Indicators
| Sharpe 1 year | -0.4597 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | -0.9757 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | -0.0005 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | -0.5486 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | -1.222 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | -0.0045 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +12.94 |
| 3 years | +14.10 |
| 5 years | +14.24 |
| Negative Volatility | |
|---|---|
| 1 year | +10.63 |
| 3 years | +11.28 |
| 5 years | +10.42 |
Benchmark
| Standard Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
| Negative Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
Updated Monthly - 25/11/28
Relative
| Sharpe | -0.9757 |
| Sortino | -1.222 |
| Bull Market | +4.63 |
| Bear Market | -3.54 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 3 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
20,844
-7.72
3 years 15,635
18,843
-20.11
5 years 13,875
11,779
+5.88
|
20,844 | -7.72 | 18,843 | -20.11 | 11,779 | +5.88 |
|
Total Volatility
1 year 17,746
16,488
+12.94
3 years 15,635
16,098
+14.10
5 years 13,875
12,377
+14.24
|
16,488 | +12.94 | 16,098 | +14.10 | 12,377 | +14.24 |
|
Negative Volatility
1 year 17,746
18,467
+10.63
3 years 15,635
18,054
+11.28
5 years 13,875
14,647
+10.42
|
18,467 | +10.63 | 18,054 | +11.28 | 14,647 | +10.42 |
|
Sharpe Index
1 year 17,746
20,609
-0.46
3 years 15,635
19,300
-0.98
5 years 13,875
12,860
-0.00
|
20,609 | -0.46 | 19,300 | -0.98 | 12,860 | -0.00 |
|
Sortino Index
1 year 17,746
20,639
-0.55
3 years 15,635
19,286
-1.22
5 years 13,875
12,827
-0.00
|
20,639 | -0.55 | 19,286 | -1.22 | 12,860 | -0.00 |
By Category
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
1,475
-7.72
3 years 15,635
1,238
-20.11
5 years 13,875
683
+5.88
|
1,475 | -7.72 | 1,238 | -20.11 | 683 | +5.88 |
|
Total Volatility
1 year 17,746
1,413
+12.94
3 years 15,635
1,297
+14.10
5 years 13,875
946
+14.24
|
1,413 | +12.94 | 1,297 | +14.10 | 946 | +14.24 |
|
Negative Volatility
1 year 17,746
1,482
+10.63
3 years 15,635
1,315
+11.28
5 years 13,875
991
+10.42
|
1,482 | +10.63 | 1,315 | +11.28 | 991 | +10.42 |
|
Sharpe Index
1 year 17,746
1,435
-0.46
3 years 15,635
1,289
-0.98
5 years 13,875
764
-0.00
|
1,435 | -0.46 | 1,289 | -0.98 | 764 | -0.00 |
|
Sortino Index
1 year 17,746
1,430
-0.55
3 years 15,635
1,291
-1.22
5 years 13,875
761
-0.00
|
1,430 | -0.55 | 1,291 | -1.22 | 761 | -0.00 |
Data provided by 