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Allianz Global Investors Fund - Allianz Merger Arbitrage Strategy RT 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
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • Allianz Global Investors Fund - Allianz Merger Arbitrage Strategy RT EUR
%
Volatility Measurements30/11/2019
 
3-Yr Std Dev5.40 %
3-Yr Mean Return-0.43 %
 
3-Yr Sharpe Ratio-0.18
 
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--0.31
 
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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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