Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NGWCX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND C) | NA | -5.06% | 5.73% | 6.45% | 3.96% | NA | NA | … | … |
Data as of 03/02/2016, Common starting date is 03/14/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NGWCX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND C) | 03/14/2003 | 03/02/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | -5.06 | 5.73 | 6.45 | 3.96 | NA | NA | … | … | -2.11 | -13.46 | 1.08 | 19.36 | -7.71 | -7.23 | 11.18 | 28.51 | -41.88 | 13.98 | 11.34 | -4.88 | 7.90 | 18.89 |
| Sharpe Ratio | NA | -0.95 | -0.17 | -0.19 | -0.10 | NA | NA | … | … | -0.82 | -0.83 | 0.10 | 2.11 | -0.53 | -0.29 | 0.61 | 1.26 | -1.06 | 0.65 | 0.71 | -0.50 | 0.51 | 1.39 |
| Standard Deviation(%) | NA | 17.72 | 13.64 | 17.34 | 21.27 | NA | NA | … | … | 15.29 | 16.32 | 11.09 | 9.14 | 14.70 | 25.44 | 18.31 | 22.53 | 40.08 | 16.92 | 11.32 | 14.19 | 13.72 | 16.88 |
| Draw Down(%) | NA | 20.75 | 27.56 | 27.56 | 54.38 | NA | NA | … | … | 6.68 | 17.39 | 12.35 | 6.22 | 17.71 | 18.72 | 16.07 | 19.36 | 51.40 | 9.51 | 8.91 | 9.38 | 15.12 | 5.58 |
| Yield(%) | 0.00 | 12.04 | 8.60 | 9.03 | 5.18 | 5.43 | 4.07 | … | … | 0.00 | 12.23 | 9.40 | 2.46 | 14.08 | 9.25 | 0.00 | 0.00 | 0.01 | 2.48 | 2.80 | 8.07 | 2.50 | 1.31 |
Data as of 03/02/2016, 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 |
|---|---|---|---|---|
| NGWCX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND C) |
-12.89%
Feb 2006 – Feb 2009 |
-5.12%
Feb 2004 – Feb 2009 |
4.13%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NGWCX (ALLIANZ AGIC U.S. MANAGED VOLATILITY FUND C) |
18.51%
Feb 2009 – Feb 2012 |
16.53%
Feb 2009 – Feb 2014 |
6.81%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart