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Thursday, January 7, 2010, 7:21PM ET - U.S. Markets Closed.
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AllianceBern Growth & Income B (CBBDX)
On
Jan 7
:
2.98
0.01
(0.34%)
MORE ON CBBDX
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Research Reports
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)
:
15.93%
Worst 1 Yr Total Return
(2008)
:
-41.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBBDX
Category
Alpha (against Standard Index)
-3.52
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-9.34
-0.45
R-squared (against Standard Index)
89
94.58
Standard Deviation
21.03
20.79
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.61
N/A
5 Years
Statistic
CBBDX
Category
Alpha (against Standard Index)
-2.75
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-2.20
0.14
R-squared (against Standard Index)
89
93.49
Standard Deviation
16.92
16.81
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.22
N/A
10 Years
Statistic
CBBDX
Category
Alpha (against Standard Index)
0.90
2.74
Beta (against Standard Index)
0.97
0.88
Mean Annual Return
0.24
0.31
R-squared (against Standard Index)
84
81.33
Standard Deviation
17.06
15.97
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.79
N/A
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