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 STI Down1.77%

AllianzGI Technology P (ARTPX)

52.96 Down 0.08(0.15%) 24 May


Risk as of Mar 31, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 31, 2009):57.79%
Worst 1Yr Total Return(Dec 31, 2011):-10.21%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticARTPXCategory
Alpha (against Standard Index)2.53-1.38
Beta (against Standard Index)0.941.04
Mean Annual Return0.960.80
R-squared (against Standard Index)76.8779.87
Standard Deviation17.9119.46
Sharpe Ratio0.640.50
Treynor Ratio10.957.90
5 Years
StatisticARTPXCategory
Alpha (against Standard Index)4.804.28
Beta (against Standard Index)1.001.02
Mean Annual Return0.760.69
R-squared (against Standard Index)80.7979.50
Standard Deviation22.9323.80
Sharpe Ratio0.390.35
Treynor Ratio6.465.42
10 Years
StatisticARTPXCategory
Alpha (against Standard Index)3.781.05
Beta (against Standard Index)1.101.11
Mean Annual Return1.200.93
R-squared (against Standard Index)69.1670.05
Standard Deviation21.3821.36
Sharpe Ratio0.600.46
Treynor Ratio10.157.01