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    AB Value C (ABVCX)

    13.56 Down 0.06(0.44%) Aug 24

    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):34.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABVCXCategory
    Alpha (against Standard Index)-7.04-3.24
    Beta (against Standard Index)1.060.98
    Mean Annual Return0.410.64
    R-squared (against Standard Index)93.4490.40
    Standard Deviation12.2211.44
    Sharpe Ratio0.390.68
    Treynor Ratio3.907.64
    5 Years
    StatisticABVCXCategory
    Alpha (against Standard Index)-5.08-2.32
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.790.92
    R-squared (against Standard Index)94.2091.64
    Standard Deviation13.5712.66
    Sharpe Ratio0.690.88
    Treynor Ratio8.0811.01
    10 Years
    StatisticABVCXCategory
    Alpha (against Standard Index)-5.91-1.84
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.290.57
    R-squared (against Standard Index)96.0293.20
    Standard Deviation17.0815.97
    Sharpe Ratio0.150.38
    Treynor Ratio1.024.94