Allianzgi Global Water Fund Market Value
| AWTCX Fund | USD 18.40 0.17 0.93% |
| Symbol | Allianzgi |
Allianzgi Global '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 Global'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 Global.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Allianzgi Global on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzgi Global Water or generate 0.0% return on investment in Allianzgi Global over 90 days. Allianzgi Global is related to or competes with Prudential Financial, 1919 Financial, Icon Financial, Davis Financial, Transamerica Financial, and Financial Industries. The fund seeks to achieve its objective by investing, under normal circumstances, at least 80 percent of its net assets ... More
Allianzgi Global 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 Global'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 Global Water upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7153 | |||
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.49 |
Allianzgi Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allianzgi Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allianzgi Global's standard deviation. In reality, there are many statistical measures that can use Allianzgi Global historical prices to predict the future Allianzgi Global's volatility.| Risk Adjusted Performance | 0.0994 | |||
| Jensen Alpha | 0.1713 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1684 | |||
| Treynor Ratio | 0.4672 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allianzgi Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Allianzgi Global January 23, 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 | 0.0994 | |||
| Market Risk Adjusted Performance | 0.4772 | |||
| Mean Deviation | 0.831 | |||
| Semi Deviation | 0.4121 | |||
| Downside Deviation | 0.7153 | |||
| Coefficient Of Variation | 789.33 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.14 | |||
| Information Ratio | 0.068 | |||
| Jensen Alpha | 0.1713 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1684 | |||
| Treynor Ratio | 0.4672 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 0.5116 | |||
| Semi Variance | 0.1698 | |||
| Expected Short fall | (1.05) | |||
| Skewness | 5.77 | |||
| Kurtosis | 40.17 |
Allianzgi Global Water Backtested Returns
Allianzgi Global appears to be very steady, given 3 months investment horizon. Allianzgi Global Water secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Allianzgi Global Water, which you can use to evaluate the volatility of the entity. Please makes use of Allianzgi Global's Downside Deviation of 0.7153, risk adjusted performance of 0.0994, and Mean Deviation of 0.831 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Allianzgi Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allianzgi Global is expected to be smaller as well.
Auto-correlation | -0.48 |
Modest reverse predictability
Allianzgi Global Water has modest reverse predictability. Overlapping area represents the amount of predictability between Allianzgi Global time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Global Water price movement. The serial correlation of -0.48 indicates that about 48.0% of current Allianzgi Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
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 Global 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 Global security.
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