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PIMCO Inflation Response Multi-Asset Fund Class A PZRMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PZRMX | Replication |
|---|---|---|
| Annualized growth | 5.5% | 4.2% |
| Annualized volatility | 7.4% | 6.6% |
| Sharpe ratio | 0.76 | 0.65 |
| Maximum drawdown | 13.9% | 14.0% |
| Replication fit (R²) | 0.89 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model PZRMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHP | FI · TIPS | 54.8% |
| BCI | Alternatives · Commodities | 18.0% |
| IAU | Alternatives · Gold | 10.4% |
| VNQ | Sector · Real Estate | 9.8% |
| EMLC | FI · EM Local Currency | 7.0% |