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    AB Value I (ABVIX)

    13.19 Down 0.05(0.38%) Oct 21

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):36.19%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.45-2.85
    Beta (against Standard Index)1.060.97
    Mean Annual Return0.530.67
    R-squared (against Standard Index)92.9489.76
    Standard Deviation11.8811.13
    Sharpe Ratio0.530.73
    Treynor Ratio5.438.01
    5 Years
    Alpha (against Standard Index)-3.56-1.92
    Beta (against Standard Index)1.080.99
    Mean Annual Return1.131.15
    R-squared (against Standard Index)93.1790.54
    Standard Deviation12.4511.62
    Sharpe Ratio1.081.19
    Treynor Ratio12.5014.21
    10 Years
    Alpha (against Standard Index)-4.68-1.68
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.350.55
    R-squared (against Standard Index)95.9593.22
    Standard Deviation17.0915.94
    Sharpe Ratio0.200.37
    Treynor Ratio1.774.68