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Allianz NACM Global R (NGBRX)
On
Feb 9
:
12.66
0.27
(2.18%)
MORE ON NGBRX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
28.21%
Worst 1 Yr Total Return
(2008)
:
-46.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NGBRX
Category
Alpha (against Standard Index)
-1.98
0.66
Beta (against Standard Index)
0.91
0.91
Mean Annual Return
-8.68
-0.31
R-squared (against Standard Index)
91
90.07
Standard Deviation
22.85
22.99
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.71
N/A
5 Years
Statistic
NGBRX
Category
Alpha (against Standard Index)
-1.95
-0.45
Beta (against Standard Index)
0.92
0.90
Mean Annual Return
0.96
0.36
R-squared (against Standard Index)
90
88.33
Standard Deviation
18.98
18.95
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.12
N/A
10 Years
Statistic
NGBRX
Category
Alpha (against Standard Index)
N/A
-0.01
Beta (against Standard Index)
N/A
0.92
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
80.48
Standard Deviation
N/A
18.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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