Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGWDX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND D) | NA | -1.15% | 11.14% | 9.22% | 5.72% | NA | NA | … | … |
Data as of 11/13/2015, Common starting date is 03/21/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGWDX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND D) | 03/21/2003 | 11/13/2015 |
| 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 (%) | -2.53 | -1.15 | 11.14 | 9.22 | 5.72 | NA | NA | … | … | -0.77 | 11.30 | 22.85 | 6.97 | 3.10 | 12.04 | 29.36 | -41.46 | 17.26 | 14.96 | 3.76 | 11.29 | 13.85 |
| Sharpe Ratio | NA | -0.10 | 1.15 | 0.68 | 0.26 | NA | NA | … | … | -0.08 | 1.34 | 2.56 | 0.93 | 0.13 | 0.65 | 1.30 | -1.06 | 0.85 | 1.03 | 0.13 | 0.77 | 1.06 |
| Standard Deviation(%) | NA | 11.78 | 9.69 | 13.45 | 19.39 | NA | NA | … | … | 11.84 | 8.43 | 8.90 | 7.50 | 23.65 | 18.33 | 22.45 | 40.01 | 16.74 | 11.22 | 11.60 | 13.46 | 16.45 |
| Draw Down(%) | NA | 9.70 | 9.70 | 18.58 | 53.07 | NA | NA | … | … | 9.70 | 4.97 | 6.19 | 6.26 | 18.58 | 15.95 | 19.19 | 51.12 | 9.45 | 8.86 | 7.90 | 14.78 | 5.54 |
| Yield(%) | 0.00 | 8.19 | 8.46 | 7.25 | 4.91 | 4.35 | 3.26 | … | … | 0.00 | 9.23 | 2.78 | 14.00 | 9.26 | 0.70 | 0.58 | 0.00 | 2.39 | 2.72 | 7.91 | 2.47 | 1.23 |
Data as of 11/13/2015, Common starting date is 03/21/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGWDX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND D) |
-12.29%
Feb 2006 – Feb 2009 |
-4.44%
Feb 2004 – Feb 2009 |
5.40%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGWDX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND D) |
19.42%
Feb 2009 – Feb 2012 |
17.41%
Feb 2009 – Feb 2014 |
7.59%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart