PIMCO Low Duration Income Fund Institutional (PFIIX)

8.10 -0.02 (-0.25%) USD  |  Dec 13 2024
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PFIIX Monthly Value at Risk (VaR) 5% (5Y Lookback)

Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (5Y Lookback) for PFIIX.
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Sep '18
Jan '19
May '19
 
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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PIMCO Low Duration Opportunities Fund I-2 Upgrade
Guggenheim Limited Duration Fund Institutional Upgrade
JPMorgan Short Duration Core Plus Fund I Upgrade
Lord Abbett Short Duration Income Fund I Upgrade
DWS Short Duration Fund Institutional Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes
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Metric Code: historical_monthly_var_5_5y
Latest Data Point: =YCP("M:PFIIX", "historical_monthly_var_5_5y")
Last 5 Data Points: =YCS("M:PFIIX", "historical_monthly_var_5_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.