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    AB International Value I (AIVIX)

    12.42 Up 0.12(0.98%) Sep 28

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):34.94%
    Worst 1 Yr Total Return(Dec 30, 2008):-53.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticAIVIXCategory
    Alpha (against Standard Index)1.50-0.68
    Beta (against Standard Index)0.950.93
    Mean Annual Return0.350.17
    R-squared (against Standard Index)87.8589.71
    Standard Deviation13.5113.02
    Sharpe Ratio0.310.15
    Treynor Ratio3.471.30
    5 Years
    StatisticAIVIXCategory
    Alpha (against Standard Index)1.160.58
    Beta (against Standard Index)1.030.94
    Mean Annual Return0.480.39
    R-squared (against Standard Index)91.8091.20
    Standard Deviation16.3014.86
    Sharpe Ratio0.340.32
    Treynor Ratio4.263.95
    10 Years
    StatisticAIVIXCategory
    Alpha (against Standard Index)-3.38-1.30
    Beta (against Standard Index)1.110.98
    Mean Annual Return0.070.21
    R-squared (against Standard Index)94.5594.05
    Standard Deviation21.8319.46
    Sharpe Ratio0.000.09
    Treynor Ratio-2.23-0.20