PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
Ticker
SMMU
ISIN
US72201R874
Price
USD 50.49
Change Today
+0.09 / 0.179 %
Price 1 year ago
47.64 / 5.993 %
Morningstar
4
52 Week Low
47.42
52 Week High
50.49
200 Day Moving Average 49.44
49.44
50-day Moving Average
50.14
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.58 |
| Sortino Ratio | 0.18 |
| Maximum Drawdown | -0.4% |
| Maximum Drawdown Date | 2023-10-30 |
| Calmar Ratio | -24.97 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.92 |
| Volatility | 1.068% |
| Alpha | -0.96 |
| Beta | None |
| R Squared | +98.05 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.393% |
| Average Annual Volatility | 2.603% |
| Sharpe Ratio | 0.54 |
| Sortino Ratio | -0.53 |
| Maximum Drawdown | -5.0% |
| Maximum Drawdown Date | 2020-03-20 |
| Calmar Ratio | -0.25 |
Company information
Summary
The investment seeks attractive tax-exempt income, consistent with preservation of capital. The fund invests at least 80% of its assets in a diversified portfolio of debt securities whose interest is, in the opinion of bond counsel for the issuer at the time of issuance, exempt from federal income tax ("Municipal Bonds"). Municipal Bonds generally are issued by or on behalf of states and local governments and their agencies, authorities and other instrumentalities. It may only invest in U.S. dollar-denominated investment grade debt securities, rated Baa or higher.
Market
US
Category
Muni National Short
Expense Ratio
0.35%
Fund family
PIMCO
Morningstar
4
Yield
0.015
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Federal Home Loan Banks 0% | 1.97% | |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 5% | 1.9% | |
| CALIFORNIA HEALTH FACS FING AUTH REV 3% | 1.22% | |
| United States Treasury Bills 0% | 1.17% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ERNA.L | iShares $ Ultrashort Bond UCITS ETF | DE000A1W4WE | LSE | 0.09% | 5 | +0.03 | -- |
| JMST | JPMorgan Ultra-Short Municipal Income ETF | US46641Q654 | BTS | 0.18% | 5 | -0.99 | -- |
| JPST | JPMorgan Ultra-Short Income ETF | US46641Q837 | PCX | 0.18% | 5 | -0.35 | |
| PULS | PGIM Ultra Short Bond ETF | US69344A107 | PCX | 0.15% | 5 | +0.17 | -- |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.