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Allianz NACM Mid-Cap Growth I (ANMIX)
On
Dec 17
:
10.22
0.14
(1.35%)
MORE ON ANMIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
15.03%
Worst 1 Yr Total Return
(2008)
:
-39.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANMIX
Category
Alpha (against Standard Index)
2.69
2.05
Beta (against Standard Index)
1.08
1.08
Mean Annual Return
-4.35
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
23.02
23.41
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.15
N/A
5 Years
Statistic
ANMIX
Category
Alpha (against Standard Index)
3.41
1.56
Beta (against Standard Index)
1.12
1.11
Mean Annual Return
3.40
0.29
R-squared (against Standard Index)
83
80.86
Standard Deviation
19.65
19.91
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.37
N/A
10 Years
Statistic
ANMIX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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