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AllianceBern 2040 Retirement Strat C (LTLCX)
On
Dec 4
:
9.13
0.05
(0.55%)
MORE ON LTLCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.05%
Worst 1 Yr Total Return
(2008)
:
-41.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTLCX
Category
Alpha (against Standard Index)
-6.51
-4.79
Beta (against Standard Index)
1.62
1.54
Mean Annual Return
-7.87
-0.33
R-squared (against Standard Index)
97
97.25
Standard Deviation
21.66
20.53
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-6.34
N/A
5 Years
Statistic
LTLCX
Category
Alpha (against Standard Index)
N/A
-3.60
Beta (against Standard Index)
N/A
1.51
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
96.86
Standard Deviation
N/A
16.57
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
LTLCX
Category
Alpha (against Standard Index)
N/A
-5.50
Beta (against Standard Index)
N/A
1.57
Mean Annual Return
N/A
0.08
R-squared (against Standard Index)
N/A
96.14
Standard Deviation
N/A
15.94
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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