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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 | 1017 | 1011 | 1049 | 997 | 1219 | 1412 |
Fund Return | 1.67% | 1.08% | 4.91% | -0.1% | 4.04% | 3.51% |
Place in category | 205 | 234 | 231 | 208 | 151 | 104 |
% in Category | 75 | 88 | 91 | 85 | 72 | 70 |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
PIMCO All Asset Instl | 10.39B | 1.76 | 1.11 | 4.77 | ||
PIMCO StocksPLUS Instl | 1.96B | 2.89 | 10.71 | 13.19 | ||
PIMCO RAE Fundamental EMkts Instl | 1.82B | 0.10 | 4.98 | - | ||
PIMCO Inflation Response MultiAsst | 1.65B | 2.33 | 3.32 | 4.52 | ||
PIMCO StocksPLUS Intl (USD-HedgedI | 1.63B | 5.48 | 11.63 | 9.20 |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
PIMCO All Asset Instl | 10.39B | 1.76 | 1.11 | 4.77 | ||
Brighthouse Balanced Plus Portfolio | 7.45B | 1.48 | -1.72 | 4.36 | ||
Columbia Adaptive Risk Allocation Z | 2.24B | 1.99 | 1.23 | 5.12 | ||
Horizon Active Risk Assist N | 1.35B | 3.04 | 5.14 | 5.44 | ||
SEI Multi-Asset Accumulation F (SIM | 1.16B | 2.96 | -2.22 | 2.75 |
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 | Buy | Buy | Neutral |
Technical Indicators | Strong Buy | Strong Buy | BUY |
Summary | Strong Buy | Strong Buy | Neutral |
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