AllianzGI NFJ Small-Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
3 2 5 4 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.79
Mean 1.14
Sharpe Ratio 0.99
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Value TR USD
R-Squared 89.98 93.46
Beta 1.07 0.92
Alpha -3.52 -3.32

See Also:

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