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Allianz NFJ Small Cap Value A (PCVAX)
On
Dec 11
:
23.11
0.16
(0.70%)
MORE ON PCVAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
23.08%
Worst 1 Yr Total Return
(2008)
:
-26.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCVAX
Category
Alpha (against Standard Index)
3.34
-0.27
Beta (against Standard Index)
0.99
1.17
Mean Annual Return
-2.59
-0.44
R-squared (against Standard Index)
93
84.58
Standard Deviation
20.30
25.23
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.93
N/A
5 Years
Statistic
PCVAX
Category
Alpha (against Standard Index)
3.57
0.26
Beta (against Standard Index)
1.00
1.19
Mean Annual Return
4.18
0.18
R-squared (against Standard Index)
87
81.92
Standard Deviation
17.13
21.20
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.19
N/A
10 Years
Statistic
PCVAX
Category
Alpha (against Standard Index)
10.39
8.93
Beta (against Standard Index)
0.74
0.95
Mean Annual Return
11.03
0.82
R-squared (against Standard Index)
61
64.94
Standard Deviation
15.38
19.09
Sharpe Ratio
0.57
N/A
Treynor Ratio
10.95
N/A
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