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Allianz NFJ International Value A (AFJAX)
On
Dec 16
:
18.98
0.06
(0.32%)
MORE ON AFJAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
30.05%
Worst 1 Yr Total Return
(2008)
:
-44.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFJAX
Category
Alpha (against Standard Index)
7.83
-0.21
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
0.35
-0.25
R-squared (against Standard Index)
94
95.18
Standard Deviation
28.01
24.76
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.69
N/A
5 Years
Statistic
AFJAX
Category
Alpha (against Standard Index)
5.11
-0.52
Beta (against Standard Index)
1.14
1.00
Mean Annual Return
9.14
0.46
R-squared (against Standard Index)
93
94.69
Standard Deviation
23.31
20.25
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.38
N/A
10 Years
Statistic
AFJAX
Category
Alpha (against Standard Index)
N/A
2.00
Beta (against Standard Index)
N/A
0.98
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
92.23
Standard Deviation
N/A
18.46
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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