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AllianceBern High Income C (AGDCX)
On
Dec 2
:
8.37
0.01
(0.12%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.09%
Worst 1 Yr Total Return
(2008)
:
-27.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGDCX
Category
Alpha (against Standard Index)
-1.07
-2.54
Beta (against Standard Index)
1.90
1.24
Mean Annual Return
7.43
0.39
R-squared (against Standard Index)
21
28.32
Standard Deviation
16.96
10.21
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.64
N/A
5 Years
Statistic
AGDCX
Category
Alpha (against Standard Index)
2.83
-0.02
Beta (against Standard Index)
1.71
1.09
Mean Annual Return
8.63
0.43
R-squared (against Standard Index)
21
25.63
Standard Deviation
13.60
8.35
Sharpe Ratio
0.46
N/A
Treynor Ratio
3.29
N/A
10 Years
Statistic
AGDCX
Category
Alpha (against Standard Index)
6.72
0.61
Beta (against Standard Index)
1.18
0.87
Mean Annual Return
13.30
0.53
R-squared (against Standard Index)
10
22.41
Standard Deviation
13.77
7.37
Sharpe Ratio
0.77
N/A
Treynor Ratio
8.76
N/A
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