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Allianz CCM Capital Appreciation C (PFCCX)
On
Jan 5
:
13.18
0.02
(0.15%)
MORE ON PFCCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.27%
Worst 1 Yr Total Return
(2008)
:
-43.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFCCX
Category
Alpha (against Standard Index)
-3.05
2.20
Beta (against Standard Index)
0.93
0.99
Mean Annual Return
-8.24
-0.14
R-squared (against Standard Index)
89
88.76
Standard Deviation
19.66
21.04
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-11.28
N/A
5 Years
Statistic
PFCCX
Category
Alpha (against Standard Index)
-2.57
0.80
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
-1.87
0.24
R-squared (against Standard Index)
87
86.59
Standard Deviation
16.40
17.50
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.11
N/A
10 Years
Statistic
PFCCX
Category
Alpha (against Standard Index)
-0.45
-0.13
Beta (against Standard Index)
0.85
1.04
Mean Annual Return
-0.65
0.05
R-squared (against Standard Index)
76
78.99
Standard Deviation
15.85
19.17
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.19
N/A
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