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    AB International Value I (AIVIX)

    13.73 Down 0.10(0.72%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up6
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):34.94%
    Worst 1 Yr Total Return(Dec 30, 2008):-53.40%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.051.05
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.930.86
    R-squared (against Standard Index)93.6791.80
    Standard Deviation14.3713.28
    Sharpe Ratio0.770.78
    Treynor Ratio9.619.88
    5 Years
    Alpha (against Standard Index)-2.000.22
    Beta (against Standard Index)1.141.00
    Mean Annual Return0.520.62
    R-squared (against Standard Index)94.4693.24
    Standard Deviation19.2316.94
    Sharpe Ratio0.320.44
    Treynor Ratio3.866.21
    10 Years
    Alpha (against Standard Index)-3.49-1.26
    Beta (against Standard Index)1.130.98
    Mean Annual Return0.440.54
    R-squared (against Standard Index)95.5993.76
    Standard Deviation21.6919.07
    Sharpe Ratio0.180.27
    Treynor Ratio1.253.48