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    AB Value A (ABVAX)

    13.54 Down 0.03(0.22%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):35.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABVAXCategory
    Alpha (against Standard Index)-6.31-3.24
    Beta (against Standard Index)1.060.98
    Mean Annual Return0.470.64
    R-squared (against Standard Index)93.5190.40
    Standard Deviation12.2111.44
    Sharpe Ratio0.450.68
    Treynor Ratio4.617.64
    5 Years
    StatisticABVAXCategory
    Alpha (against Standard Index)-4.32-2.32
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.850.92
    R-squared (against Standard Index)94.2991.64
    Standard Deviation13.5312.66
    Sharpe Ratio0.750.88
    Treynor Ratio8.8311.01
    10 Years
    StatisticABVAXCategory
    Alpha (against Standard Index)-5.17-1.84
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.350.57
    R-squared (against Standard Index)96.0693.20
    Standard Deviation17.0915.97
    Sharpe Ratio0.200.38
    Treynor Ratio1.724.94