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ANCAX: Allianz AGIC Intl Mgd Volatility Adm (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/27/2006 |
Last Dividend Date: | 12/19/2013 |
12-Mo. Yield | 2.61% |
Expenses | 0.86% |
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Performance Analytics (As of 05/21/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 03/27/2006 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.3 | 8.8 | 5.6 | 10.0 | 0.7 | 9.0 | 13.3 | 14.2 | -14.2 | 10.2 | 21.9 | -46.1 | 3.2 | 16.8 |
Sharpe Ratio | NA | 0.94 | 0.33 | 0.53 | -0.01 | 2.67 | 1.52 | 1.43 | -0.5 | 0.46 | 0.79 | -1.15 | 0.01 | 1.24 |
Draw Down(%) | NA | 10.7 | 24.7 | 26.7 | 65.1 | 4.5 | 11.5 | 7.3 | 26.7 | 19.8 | 28.5 | 55.8 | 14.0 | 17.0 |
Standard Deviation(%) | NA | 9.4 | 17.0 | 18.8 | 23.5 | 9.4 | 8.7 | 10.0 | 28.2 | 22.2 | 27.8 | 40.8 | 19.4 | 15.5 |
Treynor Ratio | NA | 0.14 | 0.07 | 0.11 | 0.0 | 0.43 | 0.23 | 0.28 | -0.14 | 0.1 | 0.23 | -0.48 | 0.0 | 0.18 |
Alpha | NA | 0.01 | 0.0 | 0.0 | -0.01 | 0.07 | 0.01 | 0.02 | -0.01 | 0.0 | -0.02 | -0.04 | -0.04 | 0.0 |
Beta | NA | 0.64 | 0.8 | 0.89 | 0.94 | 0.59 | 0.59 | 0.52 | 1.02 | 1.0 | 0.95 | 0.97 | 1.07 | 1.08 |
RSquared | NA | 0.7 | 0.85 | 0.88 | 0.91 | 0.53 | 0.73 | 0.74 | 0.98 | 0.92 | 0.97 | 0.95 | 0.86 | 0.92 |
Yield(%) | N/A | 2.6 | 2.8 | 3.3 | N/A | 0.0 | 2.9 | 4.1 | 2.2 | 2.0 | 3.2 | 1.1 | 14.3 | 4.9 |
Dividend Growth(%) | N/A | -23.4 | 42.0 | N/A | N/A | -100.0 | -23.1 | 57.6 | 17.9 | -24.3 | 60.9 | -93.4 | 230.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/27/2006
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