Allianz Global Investors Fund - Allianz Multi Asset Long / Short W9 H2-EUR

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Morningstar Rating™(Relative to Category)30/06/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageAverage3 star
5-Year--Not Rated
10-Year--Not Rated
OverallAverageAverage3 star
 
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1 Year Daily Volatility Chart (annualised)
  • Allianz Global Investors Fund - Allianz Multi Asset Long / Short W9 H2-EUR
  • Morningstar EU Mod Gbl Tgt Alloc NR EUR
%
Volatility Measurements30/06/2021
 
3-Yr Std Dev10.38 %
3-Yr Mean Return2.96 %
 
3-Yr Sharpe Ratio0.24
 
Modern Portfolio Statistics30/06/202130/06/2021
 Standard IndexBest Fit Index
 Morningstar EU Mod Gbl Tgt Alloc NR EUR  Morningstar India NR USD
3-Yr Beta0.470.21
3-Yr Alpha0.631.08
 
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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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