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    AB Core Opportunities B (ADGBX)

    16.82 Down 0.09(0.53%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up14
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2003):38.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.23-1.82
    Beta (against Standard Index)0.841.06
    Mean Annual Return0.960.93
    R-squared (against Standard Index)89.1985.11
    Standard Deviation9.6612.52
    Sharpe Ratio1.180.89
    Treynor Ratio13.7410.23
    5 Years
    Alpha (against Standard Index)-0.06-2.49
    Beta (against Standard Index)0.961.08
    Mean Annual Return1.151.09
    R-squared (against Standard Index)91.6787.60
    Standard Deviation11.7313.53
    Sharpe Ratio1.170.97
    Treynor Ratio14.4611.95
    10 Years
    Alpha (against Standard Index)0.220.25
    Beta (against Standard Index)0.971.02
    Mean Annual Return0.700.74
    R-squared (against Standard Index)90.2888.61
    Standard Deviation15.6216.62
    Sharpe Ratio0.480.48
    Treynor Ratio6.756.73