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AllianceBern 2005 Retirement Strat A (LTBAX)
On
Dec 28
:
9.36
0.01
(0.11%)
MORE ON LTBAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.83%
Worst 1 Yr Total Return
(2008)
:
-29.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTBAX
Category
Alpha (against Standard Index)
-2.74
-1.76
Beta (against Standard Index)
1.14
0.95
Mean Annual Return
-2.07
0.01
R-squared (against Standard Index)
97
95.34
Standard Deviation
15.33
12.93
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-3.81
N/A
5 Years
Statistic
LTBAX
Category
Alpha (against Standard Index)
N/A
-2.20
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.23
R-squared (against Standard Index)
N/A
92.07
Standard Deviation
N/A
9.83
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LTBAX
Category
Alpha (against Standard Index)
N/A
-1.14
Beta (against Standard Index)
N/A
0.64
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
82.82
Standard Deviation
N/A
6.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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