Allianz Global Market Risk Adjusted Performance
| AVSCX Fund | | | USD 11.84 0.03 0.25% |
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Allianz Global Investors has current Market Risk Adjusted Performance of 0.0054.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0054 | |
| ER[a] | = | Expected return on investing in Allianz Global |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Allianz Global Market Risk Adjusted Performance Peers Comparison
Allianz Market Risk Adjusted Performance Relative To Other Indicators
Allianz Global Investors is
fourth largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1,542 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Allianz Global Investors is roughly
1,542
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