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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) | $451 |
| 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% |
| 0.0% // | 7.6 % |
| 0.0% // | 7.6 % |
| 0.0% // | 7.5 % |
| 0.0% // | 7.2 % |
| 0.0% // | 5.8 % |
| 0.0% // | 5.7 % |
| 0.0% // | 5.6 % |
| 0.0% // | 4.9 % |
| 0.0% // | 4.9 % |
| 0.0% // | 4.7 % |
| TOTAL | 61.4 % |
|---|
| 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. |
| 4.0% | 3.3% | 2.9% | 2.6% | 2.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.23 | 33% |
| S&P500 | 0.05 | 8% |
| MSCI EAFE | 0.08 | 21% |
| MSCI Emg. Mkts. | 0.06 | 14% |
| Recent close | $53.98 |
| 30d moving avg. | $54.15 |
| Annualized volatility | 2.6% |
| Short interest (ETF) | 1.4% |
| Relative strength (RSI) | 59 |
| Avg. volume (thou.) | 40 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.5% |
| 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 | 1.79% | -0.0% | $53.96 |
| +200 bp | 0.79% | -2.0% | $52.89 |
| +150 bp | 0.29% | -2.3% | $52.75 |
| +100 bp | -0.21% | -2.0% | $52.89 |
| +75 bp | -0.46% | -1.7% | $53.06 |
| +50 bp | -0.71% | -1.3% | $53.30 |
| +25 bp | -0.96% | -0.7% | $53.61 |
| 0 bp | -1.21% | 0% | $53.98 |
| -25 bp | -1.46% | 0.8% | $54.42 |
| -50 bp | -1.71% | 1.8% | $54.93 |
| -75 bp | -1.96% | 2.8% | $55.50 |
| -100 bp | -2.21% | 4.0% | $56.15 |
| -150 bp | -2.71% | 6.8% | $57.63 |
| -200 bp | -3.21% | 10.0% | $59.39 |
| -300 bp | -4.21% | 18.0% | $63.72 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
68 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 0.48 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.7% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.1% |
| *Note: The PIMCO 1-5 Year US TIPS Index ETF is classified as a Inflation Protected fund. | |