Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGFAX (Allianz AGIC U.S. Managed Volatil Admin) | NA | 9.63% | 10.69% | 15.01% | NA | NA | NA | … | … |
Data as of 05/21/2014, Common starting date is 04/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGFAX (Allianz AGIC U.S. Managed Volatil Admin) | 04/08/2005 | 05/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.34 | 9.63 | 10.69 | 15.01 | NA | NA | NA | … | … | 4.36 | 22.99 | 7.09 | 3.24 | 12.10 | 29.71 | -41.41 | 17.45 | 15.19 | -1.34 |
| Sharpe Ratio | NA | 1.09 | 0.69 | 0.96 | NA | NA | NA | … | … | 1.45 | 2.59 | 0.94 | 0.14 | 0.66 | 1.32 | -1.05 | 0.87 | 1.07 | -0.28 |
| Standard Deviation(%) | NA | 8.84 | 14.72 | 15.63 | NA | NA | NA | … | … | 8.09 | 8.85 | 7.54 | 23.73 | 18.25 | 22.45 | 40.13 | 16.71 | 11.21 | 15.00 |
| Draw Down(%) | NA | 5.10 | 18.50 | 18.50 | NA | NA | NA | … | … | 4.50 | 6.18 | 6.18 | 18.50 | 15.92 | 19.20 | 51.05 | 9.41 | 8.86 | 9.01 |
| Yield(%) | 0.00 | 2.83 | 8.09 | 7.45 | 3.40 | 2.27 | 1.70 | … | … | 0.00 | 3.26 | 14.03 | 9.25 | 0.80 | 0.67 | 0.14 | 2.36 | 2.70 | 0.00 |
Data as of 05/21/2014, Common starting date is 04/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGFAX (Allianz AGIC U.S. Managed Volatil Admin) |
-12.12%
Feb 2006 – Feb 2009 |
-2.09%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGFAX (Allianz AGIC U.S. Managed Volatil Admin) |
19.55%
Feb 2009 – Feb 2012 |
17.54%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart