Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NAISX (ALLIANZ AGIC INTERNATIONAL MANAGED VOLATILITY FUND INSTITUTIONAL) | NA | -4.33% | 3.70% | 1.76% | 0.62% | NA | NA | … | … |
Data as of 03/02/2016, Common starting date is 05/10/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NAISX (ALLIANZ AGIC INTERNATIONAL MANAGED VOLATILITY FUND INSTITUTIONAL) | 05/10/2001 | 03/02/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | -4.33 | 3.70 | 1.76 | 0.62 | NA | NA | … | … | -2.53 | 0.44 | -2.27 | 10.01 | 9.79 | -16.49 | 8.14 | 18.68 | -48.58 | -12.14 | 24.86 | 18.44 | 19.72 | 39.38 | -12.56 | -11.72 |
| Sharpe Ratio | NA | -0.64 | -0.01 | -0.13 | -0.22 | NA | NA | … | … | -1.17 | 0.03 | -0.29 | 1.07 | 0.92 | -0.59 | 0.36 | 0.66 | -1.19 | -0.60 | 1.37 | 1.43 | 1.29 | 2.67 | -0.69 | -1.16 |
| Standard Deviation(%) | NA | 12.84 | 10.36 | 15.60 | 23.12 | NA | NA | … | … | 12.63 | 12.27 | 7.81 | 9.34 | 10.61 | 28.10 | 22.08 | 28.20 | 41.49 | 25.43 | 15.83 | 11.38 | 14.52 | 14.47 | 19.87 | 17.18 |
| Draw Down(%) | NA | 15.35 | 16.45 | 26.56 | 71.71 | NA | NA | … | … | 6.95 | 10.94 | 10.73 | 11.53 | 7.31 | 26.56 | 19.76 | 28.46 | 55.63 | 26.54 | 16.93 | 7.55 | 10.48 | 15.28 | 26.05 | 25.04 |
| Yield(%) | 0.00 | 3.91 | 3.91 | 3.36 | 4.18 | 5.67 | 4.25 | … | … | 0.00 | 4.18 | 4.14 | 3.36 | 4.59 | 2.56 | 2.28 | 3.58 | 2.59 | 15.97 | 5.71 | 4.07 | 7.05 | 2.92 | 0.80 | 0.00 |
Data as of 03/02/2016, Common starting date is 05/10/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAISX (ALLIANZ AGIC INTERNATIONAL MANAGED VOLATILITY FUND INSTITUTIONAL) |
-18.72%
Feb 2006 – Feb 2009 |
-9.71%
May 2007 – May 2012 |
0.64%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NAISX (ALLIANZ AGIC INTERNATIONAL MANAGED VOLATILITY FUND INSTITUTIONAL) |
39.96%
Mar 2003 – Mar 2006 |
28.22%
Oct 2002 – Oct 2007 |
9.93%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart