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    More On ABVBX


    AB Value B (ABVBX)

    15.04 Down 0.04(0.27%) Feb 22

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):35.71%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-4.96-1.93
    Beta (against Standard Index)1.100.98
    Mean Annual Return0.580.73
    R-squared (against Standard Index)88.5187.14
    Standard Deviation12.2011.07
    Sharpe Ratio0.560.80
    Treynor Ratio5.708.86
    5 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.68-1.50
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.961.02
    R-squared (against Standard Index)89.8888.40
    Standard Deviation11.9510.89
    Sharpe Ratio0.951.12
    Treynor Ratio10.1712.34
    10 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-4.91-1.52
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.320.54
    R-squared (against Standard Index)95.5492.86
    Standard Deviation17.2516.05
    Sharpe Ratio0.180.37
    Treynor Ratio1.484.74