PIMCO RAFI Dyn Multi-Factor US Eq ETF (MFUS)

30.87 -0.89  -2.79% NYSE Arca Feb 24, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 30.82
Discount or Premium to NAV 0.16%
Turnover Ratio 40.00%
1 Year Fund Level Flows 46.25M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.04% -2.19% 0.36% 71
3M 1.77% 1.66% 6.95% 87
6M 9.09% 8.76% 13.37% 92
YTD -1.03% -1.25% 2.86% 80
1Y 12.06% 11.77% 19.24% 81
3Y -- -- 12.24% --
5Y -- -- 9.79% --
10Y -- -- 12.36% --
15Y -- -- 8.38% --
20Y -- -- 6.43% --
As of Feb. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.14% 0.14% 0.00%
Stock 99.86% 99.86% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 31, 2020

Region Exposure

Americas 98.83%
North America 98.82%
Latin America 0.01%
Greater Europe 0.58%
United Kingdom 0.24%
Europe Developed 0.34%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.59%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.41%
Asia Emerging 0.18%
Market Classification
% Developed Markets 99.81%
% Emerging Markets 0.19%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.55%
Communication Services 7.84%
Consumer Cyclical 12.77%
Consumer Defensive 16.96%
Energy 4.20%
Financial Services 11.12%
Healthcare 9.59%
Industrials 12.33%
Real Estate 7.09%
Technology 13.45%
Utilities 2.08%
As of Jan. 31, 2020

Stock Market Capitalization

Giant 33.79%
Large 35.73%
Medium 22.09%
Small 7.96%
Micro 0.43%
As of Jan. 31, 2020

Stock Style Exposure

Large Cap Value 29.07%
Large Cap Blend 28.83%
Large Cap Growth 11.67%
Mid Cap Value 9.01%
Mid Cap Blend 7.72%
Mid Cap Growth 5.37%
Small Cap Value 5.11%
Small Cap Blend 2.58%
Small Cap Growth 0.65%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AAPL Apple Inc 2.67% 299.06 +0.30%
VZ Verizon Communications Inc 2.17% 58.14 +0.26%
WMT Walmart Inc 1.94% 116.80 +0.41%
PG Procter & Gamble Co 1.94% 123.38 +0.06%
TGT Target Corp 1.66% 114.30 +0.46%
PEP PepsiCo Inc 1.64% 144.08 +1.01%
IBM International Business Machines Corp 1.59% 146.02 -0.28%
CVS CVS Health Corp 1.51% 67.18 -1.09%
DIS The Walt Disney Co 1.46% 131.84 -0.88%
JNJ Johnson & Johnson 1.38% 146.10 +0.13%
As of Jan. 31, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the RAFI Dynamic Multi-Factor U.S. Index. The fund seeks to achieve its investment objective by investing at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the RAFI Dynamic Multi-Factor U.S. Index. The underlying index is constructed by RAFI Indices, LLC (the "index provider") using a rules-based approach to construct factor portfolios within the underlying index. The underlying index consists of "factor portfolios," each of which emphasizes one of the following factors: value, low volatility, quality, momentum and size.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth and Income
Fund Owner Firm Name PIMCO
Benchmark Index
RAFI Dynamic Multi-Factor U.S. TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Thomas Seto 2.33 yrs

Net Fund Flows

1M 6.222M
3M 3.11M
6M 29.55M
YTD 6.222M
1Y 46.25M
3Y --
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 19.63%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.093
30-Day Rolling Volatility 13.22%
Daily Value at Risk (VaR) 1% (All) 2.66%
Monthly Value at Risk (VaR) 1% (All) 9.23%

Fundamentals

Dividend Yield TTM (2-24-20) 1.91%
30-Day SEC Yield (2-21-20) 2.00%
7-Day SEC Yield --
Weighted Average PE Ratio 19.62
Weighted Average Price to Sales Ratio 1.188
Weighted Average Price to Book Ratio 2.755
Weighted Median ROE 25.67%
Weighted Median ROA 8.14%
Forecasted Dividend Yield 2.45%
Forecasted PE Ratio 16.43
Forecasted Price to Sales Ratio 1.123
Forecasted Price to Book Ratio 2.540
Number of Holdings 889
As of Jan. 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.42%
Forecasted Book Value Growth 3.88%
Forecasted Cash Flow Growth 5.46%
Forecasted Earnings Growth 6.37%
Forecasted Revenue Growth 5.16%
As of Jan. 31, 2020

Comparables

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Attributes

Key Dates
Inception Date 8/31/2017
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 10/31/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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