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In a series of recent articles I reviewed how style analysis can be used to replicate investment strategies and indexes using only historical returns (see here, here, and here)....
YTD | 3M | 1Y | 3Y | 5Y | 10Y | |
---|---|---|---|---|---|---|
Growth of 1000 | 1058 | 1008 | 1101 | 1027 | 1245 | 1391 |
Fund Return | 5.76% | 0.81% | 10.1% | 0.89% | 4.48% | 3.36% |
Place in category | 222 | 220 | 213 | 191 | 150 | 103 |
% in Category | 89 | 92 | 87 | 80 | 72 | 71 |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
PIMCO All Asset Instl | 10.33B | 6.98 | 2.13 | 4.62 | ||
PIMCO StocksPLUS Instl | 1.91B | 28.12 | 10.10 | 12.79 | ||
PIMCO RAE Fundamental EMkts Instl | 1.86B | 8.66 | 7.98 | - | ||
PIMCO Inflation Response MultiAsst | 1.63B | 7.23 | 3.90 | 4.59 | ||
PIMCO StocksPLUS Intl (USD-HedgedI | 1.53B | 14.08 | 9.81 | 8.55 |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
PIMCO All Asset Instl | 10.33B | 6.98 | 2.13 | 4.62 | ||
Brighthouse Balanced Plus Portfolio | 7.39B | 8.23 | -2.06 | 4.58 | ||
Columbia Adaptive Risk Allocation Z | 2.21B | 11.37 | 1.82 | 5.30 | ||
Horizon Active Risk Assist N | 1.3B | 17.53 | 4.80 | 5.14 | ||
SEI Multi-Asset Accumulation F (SIM | 1.12B | 6.87 | -2.78 | 2.90 |
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Pimco Fds | - | 19.14 | - | - | |
Pimco Fds | - | 15.62 | - | - | |
PIMCO Low Duration Instl | - | 11.12 | - | - | |
PIMCO Total Return Instl | - | 8.65 | - | - | |
PIMCO International Bond (USD-Hdg) Instl | - | 5.47 | - | - |
Type | Daily | Weekly | Monthly |
---|---|---|---|
Moving Averages | Strong Sell | Strong Sell | Strong Sell |
Technical Indicators | Sell | Strong Sell | Sell |
Summary | Strong Sell | Strong Sell | Strong Sell |
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