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AllianceBern Global Value A (ABAGX)

10.81 Up 0.17(1.60%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):34.86%
Worst 1 Yr Total Return(Dec 30, 2008):-52.47%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)5.806.73
Beta (against Standard Index)0.920.78
Mean Annual Return1.421.36
R-squared (against Standard Index)87.0580.48
Standard Deviation14.2312.49
Sharpe Ratio1.201.32
Treynor Ratio18.7021.96
5 Years
Alpha (against Standard Index)1.344.96
Beta (against Standard Index)1.020.85
Mean Annual Return0.730.93
R-squared (against Standard Index)90.9885.73
Standard Deviation17.6715.19
Sharpe Ratio0.490.74
Treynor Ratio7.1814.85
10 Years
Alpha (against Standard Index)-3.141.11
Beta (against Standard Index)1.030.85
Mean Annual Return0.480.73
R-squared (against Standard Index)92.9388.00
Standard Deviation20.1717.14
Sharpe Ratio0.210.42
Treynor Ratio2.077.04