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AllianceBern Real Asset Strat A (AMTAX)

11.51 0.00(0.00%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up1
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2012):9.18%
Worst 1 Yr Total Return(Dec 30, 2011):-8.60%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-13.04-3.87
Beta (against Standard Index)1.641.20
Mean Annual Return0.120.56
R-squared (against Standard Index)84.9090.17
Standard Deviation14.6710.44
Sharpe Ratio0.100.68
Treynor Ratio0.215.61
5 Years
Alpha (against Standard Index)N/A-2.54
Beta (against Standard Index)N/A1.20
Mean Annual ReturnN/A0.83
R-squared (against Standard Index)N/A91.33
Standard DeviationN/A10.66
Sharpe RatioN/A0.95
Treynor RatioN/A8.31
10 Years
Alpha (against Standard Index)N/A-0.80
Beta (against Standard Index)N/A1.13
Mean Annual ReturnN/A0.65
R-squared (against Standard Index)N/A89.50
Standard DeviationN/A11.64
Sharpe RatioN/A0.54
Treynor RatioN/A5.22