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AllianceBern Global Bond A (ANAGX)
On
Dec 7
:
7.97
0.02
(0.25%)
MORE ON ANAGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
9.90%
Worst 1 Yr Total Return
(2008)
:
-10.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANAGX
Category
Alpha (against Standard Index)
-0.07
-1.14
Beta (against Standard Index)
1.32
1.47
Mean Annual Return
7.25
0.58
R-squared (against Standard Index)
38
50.46
Standard Deviation
8.75
8.81
Sharpe Ratio
0.57
N/A
Treynor Ratio
3.67
N/A
5 Years
Statistic
ANAGX
Category
Alpha (against Standard Index)
1.97
-0.18
Beta (against Standard Index)
1.33
1.21
Mean Annual Return
7.60
0.44
R-squared (against Standard Index)
42
39.58
Standard Deviation
7.51
7.42
Sharpe Ratio
0.62
N/A
Treynor Ratio
3.45
N/A
10 Years
Statistic
ANAGX
Category
Alpha (against Standard Index)
1.22
-0.04
Beta (against Standard Index)
1.41
1.06
Mean Annual Return
8.77
0.53
R-squared (against Standard Index)
44
39.24
Standard Deviation
8.00
6.67
Sharpe Ratio
0.73
N/A
Treynor Ratio
4.12
N/A
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