In 2019, we presented a return-based analysis framework that can be used to analyze complex fixed income funds such as PIMCO Income fund. In this updated blog, we apply a similar methodology to the fund as we did previously to evaluate the performance of the fund during the COVID market distress.
Webcast November 17, 2020 & November 19, 2020
We invite you to join us for our latest webinar, where we’ll use MPI’s patented Dynamic Style Analysis to decipher different volatility strategies, including Allianz‘s Structured Alpha, Gateway and others to provide insights into their performance during the crisis.
How have risk parity funds actually acted (or reacted) during the current crisis? We use our Stylus Pro system to estimate changes in allocations and leverage levels.