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PIMCO 15+ Year US TIPS Index ETF
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- 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) | $695 |
| 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% |
| 0.0% // | 10.7 % |
| 0.0% // | 9.6 % |
| 0.0% // | 9.3 % |
| 0.0% // | 9.1 % |
| 0.0% // | 8.9 % |
| 0.0% // | 8.7 % |
| 0.0% // | 7.4 % |
| 0.0% // | 6.9 % |
| 0.0% // | 6.3 % |
| 0.0% // | 6.0 % |
| TOTAL | 82.8 % |
|---|
| 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. |
| 6.0% | 0.1% | -5.6% | 1.7% | 3.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 2.19 | 76% |
| S&P500 | 0.15 | 6% |
| MSCI EAFE | 0.20 | 8% |
| MSCI Emg. Mkts. | 0.11 | 3% |
| Recent close | $51.81 |
| 30d moving avg. | $52.62 |
| Annualized volatility | 12.4% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 45 |
| Avg. volume (thou.) | 65 |
| Avg. daily value traded (mns) | $3 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.07 |
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 | 4.80% | -57.7% | $21.93 |
| +200 bp | 3.80% | -40.5% | $30.85 |
| +150 bp | 3.30% | -31.1% | $35.71 |
| +100 bp | 2.80% | -21.2% | $40.82 |
| +75 bp | 2.55% | -16.1% | $43.47 |
| +50 bp | 2.30% | -10.9% | $46.19 |
| +25 bp | 2.05% | -5.5% | $48.97 |
| 0 bp | 1.80% | 0% | $51.81 |
| -25 bp | 1.55% | 5.6% | $54.73 |
| -50 bp | 1.30% | 11.4% | $57.70 |
| -75 bp | 1.05% | 17.2% | $60.74 |
| -100 bp | 0.80% | 23.2% | $63.85 |
| -150 bp | 0.30% | 35.6% | $70.25 |
| -200 bp | -0.20% | 48.5% | $76.92 |
| -300 bp | -1.20% | 75.7% | $91.03 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
396 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 3.73 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.2% |
| Government | 7.3% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The PIMCO 15+ Year US TIPS Index ETF is classified as a Inflation Protected fund. | |