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    AB Value B (ABVBX)

    13.03 Down 0.44(3.27%) Sep 1

    Risk as of Jul 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)-0.72-1.28
    Beta (against Standard Index)1.070.98
    Mean Annual Return1.421.25
    R-squared (against Standard Index)90.6486.80
    Standard Deviation9.629.03
    Sharpe Ratio1.771.66
    Treynor Ratio16.7615.94
    5 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.56-2.28
    Beta (against Standard Index)1.091.01
    Mean Annual Return1.141.14
    R-squared (against Standard Index)95.0692.21
    Standard Deviation13.0712.28
    Sharpe Ratio1.041.12
    Treynor Ratio12.4213.88
    10 Years
    StatisticABVBXCategory
    Alpha (against Standard Index)-3.82-1.24
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.450.61
    R-squared (against Standard Index)95.9893.14
    Standard Deviation16.5215.34
    Sharpe Ratio0.250.40
    Treynor Ratio2.555.11