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    AB Value A (ABVAX)

    13.88 Down 0.04(0.29%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):35.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.88%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.01-2.38
    Beta (against Standard Index)1.060.98
    Mean Annual Return1.211.08
    R-squared (against Standard Index)93.7290.45
    Standard Deviation11.4310.84
    Sharpe Ratio1.261.20
    Treynor Ratio13.9613.36
    5 Years
    Alpha (against Standard Index)-3.48-2.39
    Beta (against Standard Index)1.091.01
    Mean Annual Return1.000.99
    R-squared (against Standard Index)95.3992.31
    Standard Deviation13.2912.48
    Sharpe Ratio0.900.96
    Treynor Ratio10.6611.80
    10 Years
    Alpha (against Standard Index)-3.91-1.42
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.460.61
    R-squared (against Standard Index)96.0793.24
    Standard Deviation16.8215.64
    Sharpe Ratio0.250.40
    Treynor Ratio2.665.15