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AllianceBern Glbl Rel Est Invmt C (ARECX)

14.41 Up 0.07(0.49%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up12
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2003):37.71%
Worst 1 Yr Total Return(Dec 30, 2008):-46.32%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticARECXCategory
Alpha (against Standard Index)0.991.10
Beta (against Standard Index)0.930.92
Mean Annual Return1.081.08
R-squared (against Standard Index)60.1455.94
Standard Deviation12.9713.32
Sharpe Ratio1.000.98
Treynor Ratio13.7114.06
5 Years
StatisticARECXCategory
Alpha (against Standard Index)0.581.05
Beta (against Standard Index)1.040.99
Mean Annual Return1.011.00
R-squared (against Standard Index)80.5376.03
Standard Deviation16.8916.51
Sharpe Ratio0.720.74
Treynor Ratio10.7911.72
10 Years
StatisticARECXCategory
Alpha (against Standard Index)-1.46-0.67
Beta (against Standard Index)1.141.14
Mean Annual Return0.650.71
R-squared (against Standard Index)76.5673.48
Standard Deviation21.5622.06
Sharpe Ratio0.290.32
Treynor Ratio3.464.22