Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGFIX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND INSTITUTIONAL) | NA | -4.35% | 6.77% | 7.54% | 5.08% | NA | NA | … | … |
Data as of 03/02/2016, Common starting date is 04/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGFIX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND INSTITUTIONAL) | 04/08/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.35 | 6.77 | 7.54 | 5.08 | NA | NA | … | … | -2.29 | -11.98 | 2.27 | 19.69 | -6.54 | -6.01 | 11.36 | 29.00 | -41.56 | 15.43 | 12.82 | -1.17 |
| Sharpe Ratio | NA | -0.93 | -0.10 | -0.14 | -0.06 | NA | NA | … | … | -0.87 | -0.77 | 0.22 | 2.10 | -0.48 | -0.24 | 0.62 | 1.28 | -1.06 | 0.74 | 0.84 | -0.26 |
| Standard Deviation(%) | NA | 16.86 | 13.01 | 16.60 | 20.92 | NA | NA | … | … | 15.45 | 15.65 | 10.43 | 9.34 | 13.78 | 25.09 | 18.21 | 22.58 | 40.13 | 16.93 | 11.39 | 14.82 |
| Draw Down(%) | NA | 19.97 | 26.12 | 26.12 | 53.83 | NA | NA | … | … | 6.57 | 15.97 | 11.49 | 6.12 | 17.41 | 18.46 | 15.90 | 19.21 | 50.97 | 9.41 | 8.77 | 9.00 |
| Yield(%) | 0.00 | 11.59 | 8.82 | 9.29 | 5.67 | 3.96 | 2.97 | … | … | 0.00 | 11.79 | 9.44 | 3.47 | 14.06 | 9.24 | 1.01 | 0.92 | 0.31 | 2.34 | 2.68 | 0.00 |
Data as of 03/02/2016, Common starting date is 04/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGFIX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND INSTITUTIONAL) |
-11.90%
Feb 2006 – Feb 2009 |
-1.84%
Aug 2005 – Aug 2010 |
5.02%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGFIX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND INSTITUTIONAL) |
19.81%
Feb 2009 – Feb 2012 |
17.82%
Feb 2009 – Feb 2014 |
5.95%
Dec 2005 – Dec 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart