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AllianceBern 2005 Retirement Strat B (LTCBX)
On
Nov 30
:
9.29
0.03
(0.32%)
MORE ON LTCBX
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Research Reports
Risk
As of 31-Oct-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)
:
11.98%
Worst 1 Yr Total Return
(2008)
:
-29.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTCBX
Category
Alpha (against Standard Index)
-3.04
-1.52
Beta (against Standard Index)
1.15
0.94
Mean Annual Return
-2.97
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
15.27
12.71
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.70
N/A
5 Years
Statistic
LTCBX
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
LTCBX
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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