PIMCO Inflation Response Multi-Asset Fund (PZRMX)
Fund Info
ISIN | US72201W3869 |
---|---|
CUSIP | 72201W386 |
Issuer | PIMCO |
Inception Date | Aug 31, 2001 |
Category | Diversified Portfolio |
Min. Investment | $1,000 |
Home Page | www.pimco.com |
Asset Class | Multi-Asset |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
The PIMCO Inflation Response Multi-Asset Fund has a high expense ratio of 1.18%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIMCO Inflation Response Multi-Asset Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
PIMCO Inflation Response Multi-Asset Fund had a return of 8.98% year-to-date (YTD) and 15.61% in the last 12 months. Over the past 10 years, PIMCO Inflation Response Multi-Asset Fund had an annualized return of 4.33%, while the S&P 500 had an annualized return of 10.96%, indicating that PIMCO Inflation Response Multi-Asset Fund did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 8.98% | 10.04% |
1 month | 2.30% | 3.53% |
6 months | 14.68% | 22.79% |
1 year | 15.61% | 32.16% |
5 years (annualized) | 7.00% | 13.15% |
10 years (annualized) | 4.33% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 7.48% | -0.38% | ||||||||||
2023 | -0.91% | -2.11% | -0.13% | 3.36% | 2.08% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for PIMCO Inflation Response Multi-Asset Fund (PZRMX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
PIMCO Inflation Response Multi-Asset Fund | 1.71 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
PIMCO Inflation Response Multi-Asset Fund granted a 6.38% dividend yield in the last twelve months. The annual payout for that period amounted to $0.51 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.51 | $0.00 | $1.03 | $0.99 | $0.05 | $0.18 | $0.84 | $0.53 | $0.01 | $0.21 | $0.72 | $0.01 |
Dividend yield | 6.38% | 0.00% | 13.86% | 11.20% | 0.54% | 2.26% | 11.15% | 6.06% | 0.16% | 2.73% | 8.42% | 0.13% |
Monthly Dividends
The table displays the monthly dividend distributions for PIMCO Inflation Response Multi-Asset Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.51 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.43 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.36 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
2019 | $0.00 | $0.02 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.09 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.54 |
2017 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.27 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.70 |
2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the PIMCO Inflation Response Multi-Asset Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PIMCO Inflation Response Multi-Asset Fund was 19.71%, occurring on Jan 20, 2016. Recovery took 794 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-19.71% | Sep 17, 2012 | 840 | Jan 20, 2016 | 794 | Mar 18, 2019 | 1634 |
-18.18% | Feb 24, 2020 | 18 | Mar 18, 2020 | 92 | Jul 29, 2020 | 110 |
-14.57% | Mar 9, 2022 | 140 | Sep 27, 2022 | 337 | Jan 31, 2024 | 477 |
-6.8% | Sep 9, 2011 | 16 | Sep 30, 2011 | 99 | Feb 23, 2012 | 115 |
-3.89% | Nov 16, 2021 | 11 | Dec 1, 2021 | 60 | Feb 28, 2022 | 71 |
Volatility
Volatility Chart
The current PIMCO Inflation Response Multi-Asset Fund volatility is 1.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.