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    AB Value C (ABVCX)

    13.78 Down 0.05(0.36%) 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):34.72%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.78-2.38
    Beta (against Standard Index)1.060.98
    Mean Annual Return1.151.08
    R-squared (against Standard Index)93.6890.45
    Standard Deviation11.4710.84
    Sharpe Ratio1.201.20
    Treynor Ratio13.1413.36
    5 Years
    Alpha (against Standard Index)-4.20-2.39
    Beta (against Standard Index)1.091.01
    Mean Annual Return0.940.99
    R-squared (against Standard Index)95.3392.31
    Standard Deviation13.3212.48
    Sharpe Ratio0.840.96
    Treynor Ratio9.9211.80
    10 Years
    Alpha (against Standard Index)-4.64-1.42
    Beta (against Standard Index)1.091.00
    Mean Annual Return0.400.61
    R-squared (against Standard Index)96.0393.24
    Standard Deviation16.8215.64
    Sharpe Ratio0.210.40
    Treynor Ratio1.965.15