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Wednesday, December 16, 2009, 6:15PM ET - U.S. Markets Closed. Dow Down 0.10% Nasdaq Up 0.27%
Allianz NFJ All-Cap Value Admin (PNCAX)On Dec 16: 9.33  Up 0.05 (0.54%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):20.54%
Worst 1 Yr Total Return (2008):-41.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPNCAXCategory
Alpha (against Standard Index)-3.76-1.37
Beta (against Standard Index)1.231.02
Mean Annual Return-11.81-0.45
R-squared (against Standard Index)9094.58
Standard Deviation25.5920.79
Sharpe Ratio-0.44N/A
Treynor Ratio-11.49N/A
5 Years
StatisticPNCAXCategory
Alpha (against Standard Index)-2.36-0.29
Beta (against Standard Index)1.211.01
Mean Annual Return-2.710.14
R-squared (against Standard Index)9093.49
Standard Deviation20.5216.81
Sharpe Ratio-0.17N/A
Treynor Ratio-4.70N/A
10 Years
StatisticPNCAXCategory
Alpha (against Standard Index)N/A2.74
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A81.33
Standard DeviationN/A15.97
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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