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AllianceBern Growth & Income A (CABDX)
On
Dec 24
:
2.97
0.01
(0.34%)
MORE ON CABDX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.93%
Worst 1 Yr Total Return
(2008)
:
-40.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CABDX
Category
Alpha (against Standard Index)
-2.78
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-8.68
-0.45
R-squared (against Standard Index)
89
94.58
Standard Deviation
21.06
20.79
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.91
N/A
5 Years
Statistic
CABDX
Category
Alpha (against Standard Index)
-1.98
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-1.45
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
16.97
16.81
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.44
N/A
10 Years
Statistic
CABDX
Category
Alpha (against Standard Index)
1.70
2.74
Beta (against Standard Index)
0.97
0.88
Mean Annual Return
1.03
0.31
R-squared (against Standard Index)
85
81.33
Standard Deviation
17.13
15.97
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.96
N/A
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