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Allianz CCM Mid Cap Instl (PMGIX)
On
Dec 4
:
19.35
0.21
(1.10%)
MORE ON PMGIX
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Research Reports
Risk
As of 31-Oct-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)
:
22.04%
Worst 1 Yr Total Return
(2008)
:
-44.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PMGIX
Category
Alpha (against Standard Index)
0.18
3.31
Beta (against Standard Index)
1.03
1.09
Mean Annual Return
-7.67
-0.23
R-squared (against Standard Index)
81
84.23
Standard Deviation
22.39
23.37
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.82
N/A
5 Years
Statistic
PMGIX
Category
Alpha (against Standard Index)
0.65
2.25
Beta (against Standard Index)
1.06
1.13
Mean Annual Return
0.31
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.08
20.00
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.56
N/A
10 Years
Statistic
PMGIX
Category
Alpha (against Standard Index)
4.39
4.42
Beta (against Standard Index)
0.86
1.13
Mean Annual Return
3.42
0.37
R-squared (against Standard Index)
55
60.91
Standard Deviation
18.68
23.71
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.52
N/A
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