AllianzGI NFJ Manager Performance Evaluation

ANDVX -- USA Fund  

USD 11.52  0.00  0.00%

The organization shows Beta (market volatility) of -0.032 which signifies that as returns on market increase, returns on owning AllianzGI NFJ are expected to decrease at a much smaller rate. During bear market, AllianzGI NFJ is likely to outperform the market. Although it is vital to follow to AllianzGI NFJ Dividend historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing AllianzGI NFJ Dividend technical indicators you can presently evaluate if the expected return of 0.3261% will be sustainable into the future.
Horizon     30 Days    Login   to change

AllianzGI NFJ Dividend Relative Risk vs. Return Landscape

If you would invest  1,056  in AllianzGI NFJ Dividend Value R6 on January 24, 2019 and sell it today you would earn a total of  96.00  from holding AllianzGI NFJ Dividend Value R6 or generate 9.09% return on investment over 30 days. AllianzGI NFJ Dividend Value R6 is currently producing 0.3261% returns and takes up 0.8356% volatility of returns over 30 trading days. Put another way, 7% of traded equities are less volatile than the company and 94% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, AllianzGI NFJ is expected to generate 1.6 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.87 times less risky than the market. It trades about 0.39 of its potential returns per unit of risk. The DOW is currently generating roughly 0.33 of returns per unit of risk over similar time horizon.

AllianzGI NFJ Current Valuation

Not valued
February 23, 2019
11.52
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
AllianzGI NFJ is Unknown risk asset. AllianzGI NFJ Dividend prevailing Real Value cannot be determined due to lack of data. The current price of AllianzGI NFJ Dividend is $11.52. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of AllianzGI NFJ Dividend from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.

AllianzGI NFJ Market Risk Analysis

Sharpe Ratio = 0.3903
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AllianzGI NFJ Relative Performance Indicators

Estimated Market Risk
 0.84
  actual daily
 
 7 %
of total potential
 
7
Expected Return
 0.33
  actual daily
 
 6 %
of total potential
 
6
Risk-Adjusted Return
 0.39
  actual daily
 
 26 %
of total potential
 
26
Based on monthly moving average AllianzGI NFJ is performing at about 26% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AllianzGI NFJ by adding it to a well-diversified portfolio.

AllianzGI NFJ Performance Rating

AllianzGI NFJ Dividend Value R6 Risk Adjusted Performance Analysis

26

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in AllianzGI NFJ Dividend Value R6 are ranked lower than 26 (%) of all funds and portfolios of funds over the last 30 days.

AllianzGI NFJ Alerts

Equity Alerts and Improvement Suggestions

AllianzGI NFJ is not yet fully synchronised with the market data
The fund holds 99.21% of its assets under management (AUM) in equities

AllianzGI NFJ Performance Indicators

AllianzGI NFJ Dividend Basic Price Performance Measures

Fifty Two Week Low10.13
Fifty Two Week High15.85
Annual Report Expense Ratio0.55%
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