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AllianceBern 2015 Retirement Strat I (LTEIX)
On
Dec 8
:
9.30
0.08
(0.85%)
MORE ON LTEIX
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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)
:
15.66%
Worst 1 Yr Total Return
(2008)
:
-35.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTEIX
Category
Alpha (against Standard Index)
-3.29
-2.47
Beta (against Standard Index)
1.41
1.07
Mean Annual Return
-4.06
-0.10
R-squared (against Standard Index)
97
90.82
Standard Deviation
18.77
14.53
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.60
N/A
5 Years
Statistic
LTEIX
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
LTEIX
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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