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AllianceBern 2010 Retirement Strat A (LTDAX)
On
Nov 27
:
9.21
0.15
(1.60%)
MORE ON LTDAX
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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)
:
13.97%
Worst 1 Yr Total Return
(2008)
:
-32.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTDAX
Category
Alpha (against Standard Index)
-2.90
-1.52
Beta (against Standard Index)
1.30
0.94
Mean Annual Return
-3.32
-0.01
R-squared (against Standard Index)
97
95.51
Standard Deviation
17.36
12.71
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.40
N/A
5 Years
Statistic
LTDAX
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
LTDAX
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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