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AllianceBern 2015 Retirement Strat A (LTEAX)
On
Nov 27
:
9.19
0.17
(1.82%)
MORE ON LTEAX
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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)
:
15.28%
Worst 1 Yr Total Return
(2008)
:
-35.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTEAX
Category
Alpha (against Standard Index)
-3.62
-2.47
Beta (against Standard Index)
1.41
1.07
Mean Annual Return
-4.37
-0.10
R-squared (against Standard Index)
97
90.82
Standard Deviation
18.75
14.53
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.82
N/A
5 Years
Statistic
LTEAX
Category
Alpha (against Standard Index)
N/A
-1.71
Beta (against Standard Index)
N/A
0.83
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
82.12
Standard Deviation
N/A
9.61
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LTEAX
Category
Alpha (against Standard Index)
N/A
-1.57
Beta (against Standard Index)
N/A
0.53
Mean Annual Return
N/A
0.21
R-squared (against Standard Index)
N/A
54.70
Standard Deviation
N/A
6.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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