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AllianceBern Balanced Shares A (CABNX)
On
Dec 4
:
13.50
0.03
(0.22%)
MORE ON CABNX
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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
(2006)
:
13.21%
Worst 1 Yr Total Return
(2008)
:
-29.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CABNX
Category
Alpha (against Standard Index)
-5.38
-2.88
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-5.08
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
14.79
14.69
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-6.99
N/A
5 Years
Statistic
CABNX
Category
Alpha (against Standard Index)
-3.83
-2.47
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
0.71
0.23
R-squared (against Standard Index)
90
92.52
Standard Deviation
12.03
11.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.18
N/A
10 Years
Statistic
CABNX
Category
Alpha (against Standard Index)
-1.37
-2.17
Beta (against Standard Index)
1.03
1.05
Mean Annual Return
3.27
0.26
R-squared (against Standard Index)
84
86.72
Standard Deviation
11.15
11.31
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.29
N/A
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