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AllianceBern Balance Wealth Strat Adv (ABWYX)
On
Dec 8
:
10.80
0.08
(0.74%)
MORE ON ABWYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.26%
Worst 1 Yr Total Return
(2008)
:
-32.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ABWYX
Category
Alpha (against Standard Index)
-2.25
-2.88
Beta (against Standard Index)
1.29
1.08
Mean Annual Return
-2.62
-0.13
R-squared (against Standard Index)
98
93.44
Standard Deviation
17.09
14.69
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-3.92
N/A
5 Years
Statistic
ABWYX
Category
Alpha (against Standard Index)
-1.72
-2.47
Beta (against Standard Index)
1.27
1.06
Mean Annual Return
3.08
0.23
R-squared (against Standard Index)
97
92.52
Standard Deviation
13.84
11.89
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.05
N/A
10 Years
Statistic
ABWYX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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