AllianzGI U.S. Managed Volatility Fund

Scorecard
1 / 5 Stars
Lipper
1 1 5 4 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 11.43
Mean 0.81
Sharpe Ratio 0.85
Bear Market Decile Rank 14

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 70.5 72.66
Beta 0.77 1.01
Alpha -1.2 -9.26

See Also:

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