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Allianz NFJ All-Cap Value B (PNFBX)
On
Dec 11
:
8.63
0.06
(0.70%)
MORE ON PNFBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
19.46%
Worst 1 Yr Total Return
(2008)
:
-42.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PNFBX
Category
Alpha (against Standard Index)
-4.68
-1.37
Beta (against Standard Index)
1.22
1.02
Mean Annual Return
-12.61
-0.45
R-squared (against Standard Index)
90
94.58
Standard Deviation
25.57
20.79
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.16
N/A
5 Years
Statistic
PNFBX
Category
Alpha (against Standard Index)
-3.26
-0.29
Beta (against Standard Index)
1.21
1.01
Mean Annual Return
-3.58
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
20.51
16.81
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.42
N/A
10 Years
Statistic
PNFBX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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