AllianzGI NFJ Manager Performance Evaluation

ANDVX -- USA Fund  

USD 15.85  0.01  0.06%

The organization shows Beta (market volatility) of 0.1204 which signifies that as returns on market increase, AllianzGI NFJ returns are expected to increase less than the market. However during bear market, the loss on holding AllianzGI NFJ will be expected to be smaller as well.. Although it is extremely important to respect AllianzGI NFJ Dividend historical returns, it is better to be realistic regarding the information on 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 0.0824% will be sustainable into the future.
Horizon     30 Days    Login   to change

AllianzGI NFJ Dividend Relative Risk vs. Return Landscape

If you would invest  1,558  in AllianzGI NFJ Dividend Value R6 on August 23, 2018 and sell it today you would earn a total of  27.00  from holding AllianzGI NFJ Dividend Value R6 or generate 1.73% return on investment over 30 days. AllianzGI NFJ Dividend Value R6 is currently producing 0.0824% returns and takes up 0.3477% volatility of returns over 30 trading days. Put another way, 3% 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 (%) 
      Risk (%) 
Assuming 30 trading days horizon, AllianzGI NFJ Dividend Value R6 is expected to generate 2.41 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.3 times less risky than the market. It trades about 0.24 of its potential returns per unit of risk. The DOW is currently generating roughly 0.44 of returns per unit of risk over similar time horizon.

AllianzGI NFJ Current Valuation

Fairly Valued
September 22, 2018
15.85
Market Value
15.82
Real Value
Target Odds
  
16.87
Upside
AllianzGI NFJ is not too risky asset. AllianzGI NFJ Dividend shows prevailing Real Value of $15.82 per share. The current price of the fund is $15.85. At this time the entity appears to be fairly valued. 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 = 0.237
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AllianzGI NFJ Relative Performance Indicators

Estimated Market Risk
 0.35
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.24
  actual daily
 
 15 %
of total potential
  
Based on monthly moving average AllianzGI NFJ is performing at about 15% 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

15 

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 15 (%) of all funds and portfolios of funds over the last 30 days.

AllianzGI NFJ Alerts

Equity Alerts and Improvement Suggestions

Latest headline from www.fairfieldcurrent.com: Comerica Bank Buys Shares of 51192 GreenTree Hospitality Group Ltd
The fund holds 98.68% of its assets under management (AUM) in equities

AllianzGI NFJ Performance Indicators

AllianzGI NFJ Dividend Basic Price Performance Measures

Fifty Two Week Low14.59
Fifty Two Week High19.19
Annual Report Expense Ratio0.55%
Check also Trending Equities. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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