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AllianceBern Divers Yld Inc C (AGCCX)
On
Dec 4
:
8.10
0.01
(0.12%)
MORE ON AGCCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.61%
Worst 1 Yr Total Return
(2008)
:
-17.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGCCX
Category
Alpha (against Standard Index)
-2.53
-1.14
Beta (against Standard Index)
0.44
1.47
Mean Annual Return
1.27
0.58
R-squared (against Standard Index)
6
50.46
Standard Deviation
7.71
8.81
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-2.61
N/A
5 Years
Statistic
AGCCX
Category
Alpha (against Standard Index)
-0.97
-0.18
Beta (against Standard Index)
0.42
1.21
Mean Annual Return
2.70
0.44
R-squared (against Standard Index)
6
39.58
Standard Deviation
6.24
7.42
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.77
N/A
10 Years
Statistic
AGCCX
Category
Alpha (against Standard Index)
-0.94
-0.04
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
3.82
0.53
R-squared (against Standard Index)
12
39.24
Standard Deviation
6.47
6.67
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.41
N/A
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