Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGWBX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND B) | NA | -1.67% | 9.85% | 8.02% | 4.71% | NA | NA | … | … |
Data as of 12/04/2015, Common starting date is 03/14/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGWBX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND B) | 03/14/2003 | 12/04/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.63 | -1.67 | 9.85 | 8.02 | 4.71 | NA | NA | … | … | -0.45 | 1.91 | 19.89 | -7.54 | -7.23 | 11.19 | 28.40 | -41.92 | 13.97 | 11.33 | -4.88 | 7.99 | 18.89 |
| Sharpe Ratio | NA | -0.64 | 0.11 | 0.06 | -0.04 | NA | NA | … | … | -0.04 | 0.17 | 2.18 | -0.52 | -0.29 | 0.61 | 1.26 | -1.06 | 0.65 | 0.71 | -0.50 | 0.51 | 1.38 |
| Standard Deviation(%) | NA | 14.44 | 13.74 | 16.32 | 20.99 | NA | NA | … | … | 11.86 | 11.16 | 9.13 | 14.66 | 25.37 | 18.33 | 22.49 | 40.12 | 16.91 | 11.38 | 14.10 | 13.67 | 16.92 |
| Draw Down(%) | NA | 15.39 | 16.08 | 22.54 | 54.41 | NA | NA | … | … | 10.04 | 12.35 | 6.22 | 17.57 | 18.66 | 16.08 | 19.36 | 51.43 | 9.51 | 8.91 | 9.30 | 15.04 | 5.64 |
| Yield(%) | 0.00 | 7.58 | 7.81 | 6.60 | 4.43 | 4.25 | 3.18 | … | … | 0.00 | 8.55 | 1.95 | 13.94 | 9.26 | 0.26 | 0.00 | 0.01 | 2.47 | 2.80 | 8.06 | 2.49 | 1.31 |
Data as of 12/04/2015, 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 |
|---|---|---|---|---|
| NGWBX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND B) |
-12.91%
Feb 2006 – Feb 2009 |
-5.12%
Feb 2004 – Feb 2009 |
4.64%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGWBX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND B) |
18.58%
Feb 2009 – Feb 2012 |
16.57%
Feb 2009 – Feb 2014 |
6.81%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart