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    AB Value B (ABVBX)

    14.56 Up 0.15(1.04%) May 1

    Risk as of Mar 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):35.71%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.06%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-2.20-1.48
    Beta (against Standard Index)1.101.00
    Mean Annual Return1.241.17
    R-squared (against Standard Index)92.2290.04
    Standard Deviation11.0010.14
    Sharpe Ratio1.341.39
    Treynor Ratio13.7814.43
    5 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.80-1.94
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.991.04
    R-squared (against Standard Index)96.0693.66
    Standard Deviation14.3813.41
    Sharpe Ratio0.820.94
    Treynor Ratio10.4212.48
    10 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.77-1.12
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.480.64
    R-squared (against Standard Index)96.0493.22
    Standard Deviation16.5615.33
    Sharpe Ratio0.260.42
    Treynor Ratio2.775.42