Allianzgi Global Small Cap Fund Market Value
| DGSCX Fund | USD 37.16 0.06 0.16% |
| 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.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Allianzgi Global on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Allianzgi Global Small Cap or generate 0.0% return on investment in Allianzgi Global over 90 days. Allianzgi Global is related to or competes with Allianzgi Nfj, Allianzgi Vertible, Allianzgi Nfj, Allianzgi Focused, Allianzgi Nfj, Allianzgi Convertible, and Allianzgi Convertible. The fund pursues long-term capital appreciation in the small capitalization market while seeking to incur less risk than... 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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7092 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.29 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.21 |
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 | 0.0712 | |||
| Jensen Alpha | 0.0099 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0853 |
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 February 22, 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 | 0.0712 | |||
| Market Risk Adjusted Performance | 0.0953 | |||
| Mean Deviation | 0.5336 | |||
| Semi Deviation | 0.6002 | |||
| Downside Deviation | 0.7092 | |||
| Coefficient Of Variation | 1060.85 | |||
| Standard Deviation | 0.7115 | |||
| Variance | 0.5063 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0099 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0853 | |||
| Maximum Drawdown | 3.29 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.503 | |||
| Semi Variance | 0.3602 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.23) | |||
| Kurtosis | 0.3307 |
Allianzgi Global Small Backtested Returns
At this stage we consider Allianzgi Mutual Fund to be very steady. Allianzgi Global Small secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Allianzgi Global Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Allianzgi Global's Mean Deviation of 0.5336, risk adjusted performance of 0.0712, and Downside Deviation of 0.7092 to double-check if the risk estimate we provide is consistent with the expected return of 0.0949%. The fund shows a Beta (market volatility) of 0.67, 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 | -0.04 |
Very weak reverse predictability
Allianzgi Global Small Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Allianzgi Global time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 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 Small price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Allianzgi Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
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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