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AllianceBern Intl Val R (AIVRX)

13.42 Up 0.08(0.60%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up8
Number of Years Down2
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)-2.271.20
Beta (against Standard Index)1.120.96
Mean Annual Return0.470.66
R-squared (against Standard Index)94.8992.51
Standard Deviation19.0416.44
Sharpe Ratio0.290.49
Treynor Ratio3.437.27
5 Years
StatisticAIVRXCategory
Alpha (against Standard Index)-4.24-0.24
Beta (against Standard Index)1.161.00
Mean Annual Return0.600.80
R-squared (against Standard Index)94.4592.91
Standard Deviation19.6517.00
Sharpe Ratio0.360.57
Treynor Ratio4.568.58
10 Years
StatisticAIVRXCategory
Alpha (against Standard Index)-4.52-1.16
Beta (against Standard Index)1.120.97
Mean Annual Return0.500.67
R-squared (against Standard Index)95.4793.76
Standard Deviation21.7418.81
Sharpe Ratio0.200.35
Treynor Ratio1.775.13