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AllianceBern 2020 Retirement StrAdv (LTHVX)
On
Dec 9
:
9.11
0.02
(0.22%)
MORE ON LTHVX
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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)
:
16.59%
Worst 1 Yr Total Return
(2008)
:
-38.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTHVX
Category
Alpha (against Standard Index)
-4.22
-3.26
Beta (against Standard Index)
1.50
1.21
Mean Annual Return
-5.28
-0.18
R-squared (against Standard Index)
97
95.60
Standard Deviation
20.05
16.29
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-5.12
N/A
5 Years
Statistic
LTHVX
Category
Alpha (against Standard Index)
N/A
-2.86
Beta (against Standard Index)
N/A
1.15
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
94.31
Standard Deviation
N/A
12.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LTHVX
Category
Alpha (against Standard Index)
N/A
-3.40
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.65
Standard Deviation
N/A
11.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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