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 03.31.2014

Standard Deviation 11.42
Mean 0.8
Sharpe Ratio 0.84
Bear Market Decile Rank 14

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ Industrial Average PR USD
R-Squared 71.03 72.21
Beta 0.77 0.82
Alpha -1.58 1.14

See Also:

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