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    AllianceBern Value I (ABVIX)

    14.06 Down 0.10(0.71%) Jan 23

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):36.19%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.69%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABVIXCategory
    Alpha (against Standard Index)-1.50-1.52
    Beta (against Standard Index)1.100.99
    Mean Annual Return1.631.45
    R-squared (against Standard Index)91.9688.84
    Standard Deviation10.439.56
    Sharpe Ratio1.861.82
    Treynor Ratio18.8018.55
    5 Years
    StatisticABVIXCategory
    Alpha (against Standard Index)-2.72-1.66
    Beta (against Standard Index)1.091.00
    Mean Annual Return1.161.13
    R-squared (against Standard Index)96.0093.79
    Standard Deviation14.4013.36
    Sharpe Ratio0.961.02
    Treynor Ratio12.4913.70
    10 Years
    StatisticABVIXCategory
    Alpha (against Standard Index)-2.94-0.88
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.520.64
    R-squared (against Standard Index)95.8893.30
    Standard Deviation16.4615.23
    Sharpe Ratio0.290.41
    Treynor Ratio3.175.28