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 STI Down1.77%

AllianzGI NFJ Small-Cap Value Admin (PVADX)

32.67 Down 0.45(1.36%) 23 May


Risk as of Mar 31, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up14
Number of Years Down3
Best 1 Yr Total Return(Dec 31, 2003):29.31%
Worst 1Yr Total Return(Dec 31, 2008):-26.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPVADXCategory
Alpha (against Standard Index)1.13-5.11
Beta (against Standard Index)0.971.21
Mean Annual Return1.150.91
R-squared (against Standard Index)90.3189.06
Standard Deviation15.3319.31
Sharpe Ratio0.900.57
Treynor Ratio13.767.92
5 Years
StatisticPVADXCategory
Alpha (against Standard Index)2.711.94
Beta (against Standard Index)1.001.22
Mean Annual Return0.850.86
R-squared (against Standard Index)93.3886.38
Standard Deviation19.5324.82
Sharpe Ratio0.500.41
Treynor Ratio8.295.98
10 Years
StatisticPVADXCategory
Alpha (against Standard Index)4.202.14
Beta (against Standard Index)1.001.20
Mean Annual Return1.131.02
R-squared (against Standard Index)87.4582.15
Standard Deviation15.8319.46
Sharpe Ratio0.740.55
Treynor Ratio11.257.73