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AllianceBern Balanced Shares C (CBACX)
On
Dec 29
:
12.81
0.02
(0.16%)
MORE ON CBACX
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Research Reports
Risk
As of 30-Nov-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)
:
12.41%
Worst 1 Yr Total Return
(2008)
:
-29.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBACX
Category
Alpha (against Standard Index)
-5.96
-2.96
Beta (against Standard Index)
1.08
1.07
Mean Annual Return
-5.12
-0.09
R-squared (against Standard Index)
91
93.10
Standard Deviation
14.97
14.78
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-6.86
N/A
5 Years
Statistic
CBACX
Category
Alpha (against Standard Index)
-4.63
-2.53
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
0.06
0.24
R-squared (against Standard Index)
90
92.17
Standard Deviation
12.08
11.94
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-2.76
N/A
10 Years
Statistic
CBACX
Category
Alpha (against Standard Index)
-2.00
-2.27
Beta (against Standard Index)
1.03
1.06
Mean Annual Return
2.82
0.27
R-squared (against Standard Index)
84
86.88
Standard Deviation
11.20
11.38
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.10
N/A
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