|
PIMCO Broad US TIPS Index ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO Broad U.S. TIPS Index Exchange-Traded Fund is an exchanged-traded fund incorporated in theUSA. 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) | $101 |
| Currency | USD |
| Expense ratio | 20 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 20 |
| No of distinct issuers | 2 |
| Inflation protected | 99% |
| Variable/Fixed coupon | 1% /99% |
| Non-standard maturity (callable, etc.) | 16% |
| 0.0% // | 5.2 % |
| 0.0% // | 5.0 % |
| 0.0% // | 5.0 % |
| 0.0% // | 5.0 % |
| 0.0% // | 5.0 % |
| 0.0% // | 4.9 % |
| 0.0% // | 4.9 % |
| 0.0% // | 4.8 % |
| 0.0% // | 4.8 % |
| 0.0% // | 4.8 % |
| TOTAL | 49.3 % |
|---|
| U.S. TREASURY | 99.0% |
 |
UNITED STATES | 99.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 5.3% | 1.6% | 0.7% | 2.7% | 3.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.60 | 64% |
| S&P500 | 0.21 | 33% |
| MSCI EAFE | 0.23 | 49% |
| MSCI Emg. Mkts. | 0.16 | 28% |
| Recent close | $54.16 |
| 30d moving avg. | $53.73 |
| Annualized volatility | 4.9% |
| Short interest (ETF) | 0.3% |
| Relative strength (RSI) | 60 |
| Avg. volume (thou.) | 11 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.6% |
| Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| TIPZ | 8.4 yrs | Category Avg.* |
7.8 yrs |
| TIPZ | 8.3% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.07% | -16.0% | $45.49 |
| +200 bp | 3.07% | -12.7% | $47.30 |
| +150 bp | 2.57% | -10.3% | $48.61 |
| +100 bp | 2.07% | -7.3% | $50.19 |
| +75 bp | 1.82% | -5.7% | $51.08 |
| +50 bp | 1.57% | -3.9% | $52.04 |
| +25 bp | 1.32% | -2.0% | $53.07 |
| 0 bp | 1.07% | 0% | $54.16 |
| -25 bp | 0.82% | 2.1% | $55.32 |
| -50 bp | 0.57% | 4.4% | $56.55 |
| -75 bp | 0.32% | 6.8% | $57.85 |
| -100 bp | 0.07% | 9.3% | $59.22 |
| -150 bp | -0.43% | 14.8% | $62.15 |
| -200 bp | -0.93% | 20.7% | $65.36 |
| -300 bp | -1.93% | 34.0% | $72.58 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
299 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 2.76 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.3% |
| Government | 6.8% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.1% |
| *Note: The PIMCO Broad US TIPS Index ETF is classified as a Inflation Protected fund. | |