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Allianz NFJ International Value C (AFJCX)
On
Dec 11
:
18.77
0.07
(0.37%)
MORE ON AFJCX
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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)
:
29.14%
Worst 1 Yr Total Return
(2008)
:
-45.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFJCX
Category
Alpha (against Standard Index)
7.10
-0.21
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
-0.37
-0.25
R-squared (against Standard Index)
94
95.18
Standard Deviation
28.00
24.76
Sharpe Ratio
0.05
N/A
Treynor Ratio
-2.33
N/A
5 Years
Statistic
AFJCX
Category
Alpha (against Standard Index)
4.38
-0.52
Beta (against Standard Index)
1.14
1.00
Mean Annual Return
8.35
0.46
R-squared (against Standard Index)
93
94.69
Standard Deviation
23.30
20.25
Sharpe Ratio
0.34
N/A
Treynor Ratio
4.70
N/A
10 Years
Statistic
AFJCX
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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