AllianzGI NFJ Small-Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
3 1 5 4 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.88
Mean 1.01
Sharpe Ratio 0.87
Bear Market Decile Rank 7

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 89.78 93.75
Beta 1.05 0.9
Alpha -2.89 -1.84

See Also:

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