AllianzGI U.S. Managed Volatility Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.3
Mean 0.86
Sharpe Ratio 0.91
Bear Market Decile Rank 17

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 69.87 74.36
Beta 0.77 1.06
Alpha -2.17 -8.72

See Also:

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