AllianzGI U.S. Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 11.49
Mean 0.84
Sharpe Ratio 0.88
Bear Market Decile Rank 13

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Defensive TR USD
R-Squared 70.61 72.47
Beta 0.77 1.02
Alpha -0.91 -8.98

See Also:

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