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    AB Value C (ABVCX)

    14.42 Down 0.05(0.35%) Feb 27

    Risk as of Jan 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
    StatisticABVCXCategory
    Alpha (against Standard Index)-3.32-1.86
    Beta (against Standard Index)1.121.00
    Mean Annual Return1.271.23
    R-squared (against Standard Index)92.1089.57
    Standard Deviation10.829.87
    Sharpe Ratio1.401.50
    Treynor Ratio14.0015.33
    5 Years
    StatisticABVCXCategory
    Alpha (against Standard Index)-4.43-2.06
    Beta (against Standard Index)1.101.00
    Mean Annual Return1.041.12
    R-squared (against Standard Index)96.1393.81
    Standard Deviation14.4813.42
    Sharpe Ratio0.851.01
    Treynor Ratio10.9013.47
    10 Years
    StatisticABVCXCategory
    Alpha (against Standard Index)-4.24-1.03
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.410.62
    R-squared (against Standard Index)95.9793.32
    Standard Deviation16.5015.27
    Sharpe Ratio0.210.40
    Treynor Ratio1.905.09