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    AB Core Opportunities B (ADGBX)

    16.90 Up 0.11(0.66%) Oct 8

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up13
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2003):38.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-38.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.600.24
    Beta (against Standard Index)0.911.01
    Mean Annual Return1.061.19
    R-squared (against Standard Index)90.0881.54
    Standard Deviation9.3610.73
    Sharpe Ratio1.361.33
    Treynor Ratio14.2514.47
    5 Years
    Alpha (against Standard Index)0.88-1.01
    Beta (against Standard Index)0.991.07
    Mean Annual Return1.171.30
    R-squared (against Standard Index)92.5788.12
    Standard Deviation11.8313.60
    Sharpe Ratio1.181.15
    Treynor Ratio14.2214.70
    10 Years
    Alpha (against Standard Index)0.440.32
    Beta (against Standard Index)0.981.02
    Mean Annual Return0.670.71
    R-squared (against Standard Index)90.2087.99
    Standard Deviation15.4616.26
    Sharpe Ratio0.440.44
    Treynor Ratio5.866.01