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AB International Value R (AIVRX)

11.89 Down 0.07(0.59%) Apr 29

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):34.02%
Worst 1 Yr Total Return(Dec 30, 2008):-53.68%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAIVRXCategory
Alpha (against Standard Index)2.980.98
Beta (against Standard Index)0.980.94
Mean Annual Return0.350.18
R-squared (against Standard Index)92.6890.80
Standard Deviation13.8013.47
Sharpe Ratio0.300.16
Treynor Ratio3.311.39
5 Years
StatisticAIVRXCategory
Alpha (against Standard Index)0.040.68
Beta (against Standard Index)1.060.95
Mean Annual Return0.140.18
R-squared (against Standard Index)93.9592.31
Standard Deviation17.2015.48
Sharpe Ratio0.090.14
Treynor Ratio0.111.04
10 Years
StatisticAIVRXCategory
Alpha (against Standard Index)-3.62-1.13
Beta (against Standard Index)1.110.98
Mean Annual Return0.040.22
R-squared (against Standard Index)95.0894.05
Standard Deviation21.8319.43
Sharpe Ratio-0.030.08
Treynor Ratio-2.75-0.32