Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 9:13PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Allianz NACM Growth B (NGWBX)On Dec 1: 11.18  Up 0.13 (1.18%)  
MORE ON NGWBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):16.38%
Worst 1 Yr Total Return (2008):-41.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNGWBXCategory
Alpha (against Standard Index)-0.682.45
Beta (against Standard Index)0.941.00
Mean Annual Return-7.28-0.24
R-squared (against Standard Index)8888.47
Standard Deviation19.6420.84
Sharpe Ratio-0.41N/A
Treynor Ratio-10.29N/A
5 Years
StatisticNGWBXCategory
Alpha (against Standard Index)-0.100.94
Beta (against Standard Index)0.971.01
Mean Annual Return0.160.21
R-squared (against Standard Index)8886.37
Standard Deviation16.5617.46
Sharpe Ratio-0.09N/A
Treynor Ratio-2.94N/A
10 Years
StatisticNGWBXCategory
Alpha (against Standard Index)N/A0.18
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.04
R-squared (against Standard Index)N/A78.62
Standard DeviationN/A19.22
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center