Allianz NFJ Manager Performance Evaluation

ANFVX -- USA Fund  

USD 17.03  0.12  0.70%

The organization shows Beta (market volatility) of -0.0405 which signifies that as returns on market increase, returns on owning Allianz NFJ are expected to decrease at a much smaller rate. During bear market, Allianz NFJ is likely to outperform the market. Although it is extremely important to respect Allianz NFJ Small 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 Allianz NFJ Small technical indicators you can presently evaluate if the expected return of 0.0332% will be sustainable into the future.
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Allianz NFJ Small Cap Value Fun are ranked lower than 1 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Allianz NFJ is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low13.93
Fifty Two Week High23.18
Annual Report Expense Ratio0.77%
Horizon     30 Days    Login   to change

Allianz NFJ Small Relative Risk vs. Return Landscape

If you would invest  1,686  in Allianz NFJ Small Cap Value Fun on September 19, 2019 and sell it today you would earn a total of  29.00  from holding Allianz NFJ Small Cap Value Fun or generate 1.72% return on investment over 30 days. Allianz NFJ Small Cap Value Fun is currently producing 0.0332% returns and takes up 1.154% volatility of returns over 30 trading days. Put another way, 10% 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, Allianz NFJ is expected to generate 1.17 times more return on investment than the market. However, the company is 1.17 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Allianz NFJ Current Valuation

Fairly Valued
October 19, 2019
17.03
Market Value
16.94
Real Value
20.39
Upside
Allianz NFJ is not too volatile asset. Allianz NFJ Small shows prevailing Real Value of $16.94 per share. The current price of the fund is $17.03. At this time the entity appears to be fairly valued. We determine the value of Allianz NFJ Small 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.

Allianz NFJ Market Risk Analysis

Sharpe Ratio = 0.0288
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Allianz NFJ Relative Performance Indicators

Estimated Market Risk
 1.15
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.03
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
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Based on monthly moving average Allianz NFJ is performing at about 1% 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 Allianz NFJ by adding it to a well-diversified portfolio.

Allianz NFJ Alerts

Equity Alerts and Improvement Suggestions

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The fund holds 99.84% of its assets under management (AUM) in equities
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