PIMCO 15+ Year US TIPS Index ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
PIMCO 15+ Year US 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 | Sep 03, 2009 |
Assets (mns) | $707 |
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 | 8 |
No of distinct issuers | 1 |
Inflation protected | 99% |
Variable/Fixed coupon | 1% /99% |
Non-standard maturity (callable, etc.) | 33% |
UNITED STATES TREASUR 2.1% 2/15/41 | 15.1 % |
UNITED STATES TREASUR 1.4% 2/15/44 | 12.2 % |
UNITED STATES TREASUR 0.8% 2/15/42 | 11.2 % |
UNITED STATES TREASUR 0.6% 2/15/43 | 10.4 % |
UNITED STATES TREASUR 0.8% 2/15/45 | 10.4 % |
UNITED STATES TREASUR 1.0% 2/15/46 | 9.8 % |
UNITED STATES TREASUR 2.1% 2/15/40 | 9.8 % |
GOVT OF THE UNITED ST 1.0% 2/15/48 | 8.8 % |
UNITED STATES TREASUR 0.9% 2/15/47 | 8.4 % |
GOVT OF THE UNITED ST 1.0% 2/15/49 | 3.7 % |
TOTAL | 99.7 % |
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U.S. TREASURY | 99.3% |
UNITED STATES | 99.3 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-2.6% | -6.5% | -0.0% | 1.9% | 3.3% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 2.04 | 75% |
S&P500 | 0.77 | 65% |
MSCI EAFE | 0.75 | 58% |
MSCI Emg. Mkts. | 0.56 | 34% |
Recent close | $52.51 |
30d moving avg. | $53.81 |
Annualized volatility | 17.0% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 67 |
Avg. volume (thou.) | 170 |
Avg. daily value traded (mns) | $9 |
Turnover | 1.3% |
Bid/Ask (% of price) | 0.08 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
LTPZ | 22.3 yrs | Category Avg.* |
7.8 yrs |
LTPZ | 22.2% | Category Avg.* |
7.8% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 4.71% | -57.7% | $22.22 |
+200 bp | 3.71% | -40.5% | $31.27 |
+150 bp | 3.21% | -31.1% | $36.19 |
+100 bp | 2.71% | -21.2% | $41.36 |
+75 bp | 2.46% | -16.1% | $44.05 |
+50 bp | 2.21% | -10.9% | $46.81 |
+25 bp | 1.96% | -5.5% | $49.63 |
0 bp | 1.71% | 0% | $52.51 |
-25 bp | 1.46% | 5.6% | $55.46 |
-50 bp | 1.21% | 11.4% | $58.48 |
-75 bp | 0.96% | 17.2% | $61.56 |
-100 bp | 0.71% | 23.2% | $64.71 |
-150 bp | 0.21% | 35.6% | $71.20 |
-200 bp | -0.29% | 48.5% | $77.95 |
-300 bp | -1.29% | 75.7% | $92.25 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 387 | bp |
Less: Annual "default factor" | 3 | bp |
Less: Expense ratio | 20 | bp |
Equals: ALTAR Score | 3.64 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.5% |
Emerging Market | 6.2% |
Government | 4.8% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The PIMCO 15+ Year US TIPS Index ETF is classified as a Inflation Protected fund. |