AllianzGI U.S. Managed Volatility Fund

Scorecard
2 / 5 Stars
Lipper
2 1 5 5 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 11.33
Mean 0.95
Sharpe Ratio 1.0
Bear Market Decile Rank 13

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 69.96 74.34
Beta 0.77 1.06
Alpha -1.11 -7.68

See Also:

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