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    AB Value B (ABVBX)

    14.52 Down 0.16(1.09%) May 26

    Risk as of Apr 29, 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):35.71%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-1.58-1.30
    Beta (against Standard Index)1.091.00
    Mean Annual Return1.331.23
    R-squared (against Standard Index)92.5389.76
    Standard Deviation10.8110.08
    Sharpe Ratio1.471.46
    Treynor Ratio15.0215.22
    5 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.68-1.88
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.991.04
    R-squared (against Standard Index)96.0893.60
    Standard Deviation14.3813.42
    Sharpe Ratio0.820.94
    Treynor Ratio10.4112.42
    10 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.79-1.10
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.510.67
    R-squared (against Standard Index)96.0493.21
    Standard Deviation16.5415.33
    Sharpe Ratio0.280.44
    Treynor Ratio3.085.77