AllianzGI NFJ Small-Cap Value Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.87
Mean 0.94
Sharpe Ratio 0.81
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 90.81 93.66
Beta 1.06 0.9
Alpha -4.08 -1.98

See Also:

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