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 TSX Up1.03% TSX Ventures 0.00%

AllianzGI Disciplined Equity D (ARDDX)

18.66 Up 0.01(0.05%) May 20


Risk as of 2013-03-30Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(2009-12-30):41.79%
Worst 1 Yr Total Return(2011-12-30):-0.76%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticARDDXCategory
Alpha (against Standard Index)-4.60-2.01
Beta (against Standard Index)1.071.04
Mean Annual Return0.780.98
R-squared (against Standard Index)98.3996.78
Standard Deviation16.2115.86
Sharpe Ratio0.580.74
Treynor Ratio7.8010.68
5 Years
StatisticARDDXCategory
Alpha (against Standard Index)N/A-0.96
Beta (against Standard Index)N/A1.02
Mean Annual ReturnN/A0.51
R-squared (against Standard Index)N/A96.21
Standard DeviationN/A19.63
Sharpe RatioN/A0.30
Treynor RatioN/A3.94
10 Years
StatisticARDDXCategory
Alpha (against Standard Index)N/A-0.38
Beta (against Standard Index)N/A1.02
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A94.96
Standard DeviationN/A15.34
Sharpe RatioN/A0.44
Treynor RatioN/A5.74