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    AllianzGI NFJ Dividend Value Admin (ANDAX)

    17.19 Down 0.04(0.23%) Dec 2

    Risk as of Oct 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):28.77%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.16%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.48-2.85
    Beta (against Standard Index)0.960.97
    Mean Annual Return0.350.67
    R-squared (against Standard Index)89.9389.76
    Standard Deviation10.8111.13
    Sharpe Ratio0.380.73
    Treynor Ratio3.738.01
    5 Years
    Alpha (against Standard Index)-3.34-1.92
    Beta (against Standard Index)0.990.99
    Mean Annual Return0.821.15
    R-squared (against Standard Index)90.4490.54
    Standard Deviation10.7611.62
    Sharpe Ratio0.911.19
    Treynor Ratio9.6814.21
    10 Years
    Alpha (against Standard Index)-2.81-1.68
    Beta (against Standard Index)1.011.01
    Mean Annual Return0.410.55
    R-squared (against Standard Index)93.9293.22
    Standard Deviation15.8515.94
    Sharpe Ratio0.260.37
    Treynor Ratio2.874.68