PIMCO Mortgage-Backed Securities Act ETF (PMBS)

48.29 -0.11 (-0.23%) USD  |  NASDAQ  |  Nov 22, 16:00
48.29 0.00 (0.00%) After-Hours: 17:19
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PMBS Alpha (vs YCharts Benchmark) (Since Inception)

Alpha (vs YCharts Benchmark) (Since Inception) Chart

View Alpha (vs YCharts Benchmark) (Since Inception) for PMBS.
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Sep '18
Jan '19
May '19
 
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Historical Alpha (vs YCharts Benchmark) (Since Inception) Data

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Alpha Definition

Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

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Alpha (vs YCharts Benchmark) (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade