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    AB Core Opportunities B (ADGBX)

    17.69 Up 0.04(0.23%) Nov 27

    Risk as of Oct 30, 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)2.070.52
    Beta (against Standard Index)0.900.99
    Mean Annual Return1.341.34
    R-squared (against Standard Index)91.2983.58
    Standard Deviation9.8211.46
    Sharpe Ratio1.631.40
    Treynor Ratio18.6916.69
    5 Years
    Alpha (against Standard Index)0.65-1.33
    Beta (against Standard Index)0.981.04
    Mean Annual Return1.211.12
    R-squared (against Standard Index)92.9587.63
    Standard Deviation12.0413.32
    Sharpe Ratio1.201.01
    Treynor Ratio14.9712.80
    10 Years
    Alpha (against Standard Index)0.220.11
    Beta (against Standard Index)0.981.02
    Mean Annual Return0.740.75
    R-squared (against Standard Index)90.4488.23
    Standard Deviation15.6016.46
    Sharpe Ratio0.490.47
    Treynor Ratio6.706.55