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PIMCO Inflation Response Multi-Asset Fund (PZRMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS72201W3869
CUSIP72201W386
IssuerPIMCO
Inception DateAug 31, 2001
CategoryDiversified Portfolio
Min. Investment$1,000
Home Pagewww.pimco.com
Asset ClassMulti-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.


0.50%1.00%1.50%2.00%1.18%

Share Price Chart


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PIMCO Inflation Response Multi-Asset Fund

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.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
50.13%
335.77%
PZRMX (PIMCO Inflation Response Multi-Asset Fund)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date8.98%10.04%
1 month2.30%3.53%
6 months14.68%22.79%
1 year15.61%32.16%
5 years (annualized)7.00%13.15%
10 years (annualized)4.33%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.48%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PZRMX
PIMCO Inflation Response Multi-Asset Fund
1.71
^GSPC
S&P 500
2.76

Sharpe Ratio

The current PIMCO Inflation Response Multi-Asset Fund Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.71
2.76
PZRMX (PIMCO Inflation Response Multi-Asset Fund)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
PZRMX (PIMCO Inflation Response Multi-Asset Fund)
Benchmark (^GSPC)

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, 2012840Jan 20, 2016794Mar 18, 20191634
-18.18%Feb 24, 202018Mar 18, 202092Jul 29, 2020110
-14.57%Mar 9, 2022140Sep 27, 2022337Jan 31, 2024477
-6.8%Sep 9, 201116Sep 30, 201199Feb 23, 2012115
-3.89%Nov 16, 202111Dec 1, 202160Feb 28, 202271

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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
1.22%
2.82%
PZRMX (PIMCO Inflation Response Multi-Asset Fund)
Benchmark (^GSPC)