Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGWAX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND A) | NA | -4.41% | 6.49% | 7.22% | 4.76% | NA | NA | … | … |
Data as of 03/02/2016, Common starting date is 03/14/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGWAX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND A) | 03/14/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.41 | 6.49 | 7.22 | 4.76 | NA | NA | … | … | -2.06 | -11.82 | 2.00 | 19.32 | -6.97 | -6.17 | 11.24 | 29.00 | -41.59 | 14.88 | 12.38 | -3.94 | 8.82 | 19.60 |
| Sharpe Ratio | NA | -0.90 | -0.11 | -0.15 | -0.06 | NA | NA | … | … | -0.79 | -0.75 | 0.19 | 2.07 | -0.51 | -0.25 | 0.61 | 1.28 | -1.06 | 0.70 | 0.80 | -0.44 | 0.58 | 1.45 |
| Standard Deviation(%) | NA | 16.94 | 13.12 | 16.78 | 21.00 | NA | NA | … | … | 15.36 | 15.70 | 10.64 | 9.33 | 13.99 | 25.26 | 18.22 | 22.51 | 40.11 | 16.91 | 11.36 | 14.04 | 13.63 | 16.83 |
| Draw Down(%) | NA | 19.67 | 26.08 | 26.08 | 54.01 | NA | NA | … | … | 6.74 | 15.85 | 11.75 | 6.12 | 17.47 | 18.57 | 15.87 | 19.19 | 51.12 | 9.43 | 8.78 | 9.13 | 14.78 | 5.54 |
| Yield(%) | 0.00 | 11.10 | 8.54 | 9.07 | 5.45 | 5.78 | 4.33 | … | … | 0.00 | 11.28 | 9.34 | 3.36 | 14.11 | 9.08 | 0.91 | 0.53 | 0.09 | 2.38 | 2.72 | 7.91 | 2.47 | 1.31 |
Data as of 03/02/2016, Common starting date is 03/14/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGWAX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND A) |
-12.25%
Feb 2006 – Feb 2009 |
-4.41%
Feb 2004 – Feb 2009 |
4.92%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGWAX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND A) |
19.50%
Feb 2009 – Feb 2012 |
17.47%
Feb 2009 – Feb 2014 |
7.63%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart