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 Dow Up0.91% Nasdaq Up0.87%

AllianceBern Value A (ABVAX)

11.72 Up 0.09(0.77%) Jun 18


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):29.00%
Worst 1 Yr Total Return(Dec 30, 2008):-41.88%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticABVAXCategory
Alpha (against Standard Index)-4.38-1.64
Beta (against Standard Index)1.091.02
Mean Annual Return0.900.98
R-squared (against Standard Index)96.8095.49
Standard Deviation16.9015.63
Sharpe Ratio0.630.77
Treynor Ratio8.8511.25
5 Years
StatisticABVAXCategory
Alpha (against Standard Index)-4.80-1.15
Beta (against Standard Index)1.111.02
Mean Annual Return0.210.49
R-squared (against Standard Index)97.4495.41
Standard Deviation21.2319.64
Sharpe Ratio0.100.29
Treynor Ratio-0.063.79
10 Years
StatisticABVAXCategory
Alpha (against Standard Index)-2.91-0.06
Beta (against Standard Index)1.091.01
Mean Annual Return0.570.72
R-squared (against Standard Index)95.8893.54
Standard Deviation16.5015.26
Sharpe Ratio0.310.46
Treynor Ratio3.516.10