PIMCO 1-5 Year US TIPS Index ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund is an exchanged-traded fund incorporated in the USA. The Fund's objective is provide total return that closely corresponds to the total return of its index. |
Category | Inflation Protected |
Fund Sponsor | Pacific Investment Management |
Website | www.pimcoetfs.com |
Inception date | Aug 20, 2009 |
Assets (mns) | $540 |
Currency | USD |
Expense ratio | 20 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 12 |
No of distinct issuers | 1 |
Inflation protected | 100% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 29% |
UNITED STATES TREASUR 1.1% 1/15/21 | 10.3 % |
UNITED STATES TREASUR 0.1% 4/15/22 | 9.5 % |
UNITED STATES TREASUR 0.4% 7/15/23 | 9.3 % |
UNITED STATES TREASUR 0.1% 1/15/23 | 9.2 % |
UNITED STATES TREASUR 0.6% 7/15/21 | 8.8 % |
GOVT OF THE UNITED ST 0.6% 4/15/23 | 8.6 % |
UNITED STATES TREASUR 0.6% 1/15/24 | 8.0 % |
UNITED STATES TREASUR 0.1% 1/15/22 | 7.9 % |
UNITED STATES TREASUR 0.1% 4/15/21 | 7.9 % |
UNITED STATES TREASUR 0.1% 7/15/22 | 7.8 % |
TOTAL | 87.3 % |
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U.S. TREASURY | 99.9% |
UNITED STATES | 99.9 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.2% | 2.4% | 2.8% | 1.8% | 2.3% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.39 | 52% |
S&P500 | 0.14 | 44% |
MSCI EAFE | 0.15 | 44% |
MSCI Emg. Mkts. | 0.09 | 16% |
Recent close | $51.33 |
30d moving avg. | $50.55 |
Annualized volatility | 3.8% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 67 |
Avg. volume (thou.) | 79 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.8% |
Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
STPZ | 3.0 yrs | Category Avg.* |
7.8 yrs |
STPZ | 3.0% | Category Avg.* |
7.8% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 3.60% | -0.0% | $51.31 |
+200 bp | 2.60% | -2.0% | $50.29 |
+150 bp | 2.10% | -2.3% | $50.16 |
+100 bp | 1.60% | -2.0% | $50.30 |
+75 bp | 1.35% | -1.7% | $50.46 |
+50 bp | 1.10% | -1.3% | $50.68 |
+25 bp | 0.85% | -0.7% | $50.98 |
0 bp | 0.60% | 0% | $51.33 |
-25 bp | 0.35% | 0.8% | $51.75 |
-50 bp | 0.10% | 1.8% | $52.23 |
-75 bp | -0.15% | 2.8% | $52.78 |
-100 bp | -0.40% | 4.0% | $53.39 |
-150 bp | -0.90% | 6.8% | $54.81 |
-200 bp | -1.40% | 10.0% | $56.48 |
-300 bp | -2.40% | 18.0% | $60.59 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 249 | bp |
Less: Annual "default factor" | 0 | bp |
Less: Expense ratio | 20 | bp |
Equals: ALTAR Score | 2.29 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.4% |
Emerging Market | 6.2% |
Government | 4.9% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The PIMCO 1-5 Year US TIPS Index ETF is classified as a Inflation Protected fund. |