Relative Risk vs. Return Landscape
If you would invest 1,433
in AllianzGI Intl Managed Volatility A on April 25, 2013
and sell it today you would lose (13.00)
from holding AllianzGI Intl Managed Volatility A or give up 0.91%
of portfolio value over 30
days. AllianzGI Intl Managed Volatility A is currently producing negative expected returns and takes up 0.57% volatility of returns over 30 trading days. Put another way, 7% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, AllianzGI Intl Managed Volatility A is expected to under-perform the market. In addition to that, the company is as risky as the market. It trades about -0.07 of its total potential returns per unit of risk. The S&P 500 is currently generating roughly 0.32 per unit of volatility.
AllianzGI Price to Book
Based on latest financial disclosure the price to book indicator of AllianzGI Intl Managed Volatility A is roughly 1.5 times. This is 16.67% lower than that of Allianz Funds family, and 3.26% lower than that of Foreign Large Blend
category, The Price to Book for all funds is 44.23% lower than the firm.
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
AllianzGI Year to Date Return
AllianzGI Intl Managed Volatility A has Year to Date Return of 8.7%. This is 39.42% higher than that of Allianz Funds family, and 306.87% lower than that of Foreign Large Blend
category, The Year to Date Return for all funds is 187.13% lower than the firm.
Year-To-Date typically refers to a period starting from the beginning of the current year, and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
AllianzGI Price to Earning vs Price to Book
AllianzGI Intl Managed Volatility A is rated top fund in price to earning among similar funds. It is rated below average
in price to book among similar funds fabricating about 0.11
of Price to Book per Price to Earning. The ratio of Price to Earning to Price to Book for AllianzGI Intl Managed Volatility A is roughly 8.91