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AllianceBern 2000 Retirement Strat I (LTAIX)
On
Dec 3
:
9.78
0.04
(0.41%)
MORE ON LTAIX
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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:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.52%
Worst 1 Yr Total Return
(2008)
:
-25.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTAIX
Category
Alpha (against Standard Index)
-1.43
-1.52
Beta (against Standard Index)
0.99
0.94
Mean Annual Return
-0.94
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
13.22
12.71
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.38
N/A
5 Years
Statistic
LTAIX
Category
Alpha (against Standard Index)
N/A
-1.86
Beta (against Standard Index)
N/A
0.87
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
94.56
Standard Deviation
N/A
9.57
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LTAIX
Category
Alpha (against Standard Index)
N/A
-1.13
Beta (against Standard Index)
N/A
0.65
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
83.17
Standard Deviation
N/A
7.05
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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