Allianzgi International Small Cap Fund Market Value
| ALOIX Fund | USD 44.39 0.22 0.49% |
| Symbol | Allianzgi |
Allianzgi International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Allianzgi International's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Allianzgi International.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Allianzgi International on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzgi International Small Cap or generate 0.0% return on investment in Allianzgi International over 90 days. Allianzgi International is related to or competes with Allianzgi Nfj, Allianzgi Vertible, Allianzgi Nfj, Allianzgi Focused, Allianzgi Nfj, Allianzgi Convertible, and Allianzgi Convertible. The fund seeks to achieve its objective by normally investing at least 80 percent of its net assets in companies with sm... More
Allianzgi International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Allianzgi International's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Allianzgi International Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7105 | |||
| Information Ratio | 0.3813 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 1.38 |
Allianzgi International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianzgi International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianzgi International's standard deviation. In reality, there are many statistical measures that can use Allianzgi International historical prices to predict the future Allianzgi International's volatility.| Risk Adjusted Performance | 0.3835 | |||
| Jensen Alpha | 0.3376 | |||
| Total Risk Alpha | 0.2621 | |||
| Sortino Ratio | 0.3556 | |||
| Treynor Ratio | (1.65) |
Allianzgi International March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.3835 | |||
| Market Risk Adjusted Performance | (1.64) | |||
| Mean Deviation | 0.4835 | |||
| Downside Deviation | 0.7105 | |||
| Coefficient Of Variation | 198.61 | |||
| Standard Deviation | 0.6627 | |||
| Variance | 0.4391 | |||
| Information Ratio | 0.3813 | |||
| Jensen Alpha | 0.3376 | |||
| Total Risk Alpha | 0.2621 | |||
| Sortino Ratio | 0.3556 | |||
| Treynor Ratio | (1.65) | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 0.5048 | |||
| Semi Variance | (0.1) | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.45) | |||
| Kurtosis | 2.15 |
Allianzgi International Backtested Returns
Allianzgi International appears to be very steady, given 3 months investment horizon. Allianzgi International secures Sharpe Ratio (or Efficiency) of 0.45, which signifies that the fund had a 0.45 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Allianzgi International Small Cap, which you can use to evaluate the volatility of the entity. Please makes use of Allianzgi International's Coefficient Of Variation of 198.61, mean deviation of 0.4835, and Risk Adjusted Performance of 0.3835 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Allianzgi International are expected to decrease at a much lower rate. During the bear market, Allianzgi International is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Allianzgi International Small Cap has excellent predictability. Overlapping area represents the amount of predictability between Allianzgi International time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Allianzgi International price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Allianzgi International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Allianzgi Mutual Fund
Allianzgi International financial ratios help investors to determine whether Allianzgi Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Allianzgi with respect to the benefits of owning Allianzgi International security.
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