Allianz Global Investors Fund - Allianz Merger Arbitrage Strategy AT EUR

Morningstar Rating™(Relative to Category)-
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-Year--Not Rated
5-Year--Not Rated
10-Year--Not Rated
Overall--Not Rated
 
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1 Year Daily Volatility Chart (annualised)
  • Allianz Global Investors Fund - Allianz Merger Arbitrage Strategy AT EUR
%
Volatility Measurements30/11/2019
 
3-Yr Std Dev5.40 %
3-Yr Mean Return-0.93 %
 
3-Yr Sharpe Ratio-0.27
 
Modern Portfolio Statistics-30/11/2019
 Standard IndexBest Fit Index
   ICE BofAML EUR Ccy 1M Dep OR CM TR EUR
3-Yr Beta-1.01
3-Yr Alpha--0.81
 
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* This share class has performance data calculated prior to the inception date, 2015-07-06. This is based upon a simulated/extended track record, using the track record of Allianz Merger Arbitrage Strat I EUR (ISIN: LU0836079631), and is in accordance with Morningstar’s Extended Performance Methodology paper. To find out more about this, click here.
In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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