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AllianceBern Growth & Income Adv (CBBYX)
On
Dec 24
:
2.98
0.01
(0.34%)
MORE ON CBBYX
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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)
:
17.13%
Worst 1 Yr Total Return
(2008)
:
-40.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBBYX
Category
Alpha (against Standard Index)
-2.59
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-8.51
-0.45
R-squared (against Standard Index)
90
94.58
Standard Deviation
21.02
20.79
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.74
N/A
5 Years
Statistic
CBBYX
Category
Alpha (against Standard Index)
-1.74
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-1.20
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
16.91
16.81
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.20
N/A
10 Years
Statistic
CBBYX
Category
Alpha (against Standard Index)
1.93
2.74
Beta (against Standard Index)
0.97
0.88
Mean Annual Return
1.27
0.31
R-squared (against Standard Index)
85
81.33
Standard Deviation
17.06
15.97
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.71
N/A
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