AllianzGI U.S. Managed Volatility Fund

Scorecard
2 / 5 Stars
Lipper
1 1 5 4 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.25
Mean 0.94
Sharpe Ratio 1.0
Bear Market Decile Rank 12

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 69.66 74.39
Beta 0.77 1.05
Alpha -1.07 -7.62

See Also:

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