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AllianceBern Glbl Rel Est Invmt C (ARECX)

13.81 Down 0.10(0.72%) Sep 15

Risk as of Aug 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
Alpha (against Standard Index)-2.73-1.87
Beta (against Standard Index)1.071.03
Mean Annual Return1.041.05
R-squared (against Standard Index)76.0971.94
Standard Deviation16.5016.22
Sharpe Ratio0.750.79
Treynor Ratio10.7911.79
5 Years
Alpha (against Standard Index)0.170.72
Beta (against Standard Index)1.030.98
Mean Annual Return1.071.06
R-squared (against Standard Index)82.1477.69
Standard Deviation16.6516.28
Sharpe Ratio0.770.80
Treynor Ratio11.6212.62
10 Years
Alpha (against Standard Index)-1.73-0.65
Beta (against Standard Index)1.131.14
Mean Annual Return0.690.78
R-squared (against Standard Index)76.6873.42
Standard Deviation21.4621.97
Sharpe Ratio0.310.36
Treynor Ratio3.924.98