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AllianceBern 2040 Retirement Strat I (LTSIX)
On
Dec 3
:
9.22
0.07
(0.75%)
MORE ON LTSIX
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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)
:
18.27%
Worst 1 Yr Total Return
(2008)
:
-41.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTSIX
Category
Alpha (against Standard Index)
-5.47
-4.79
Beta (against Standard Index)
1.63
1.54
Mean Annual Return
-6.91
-0.33
R-squared (against Standard Index)
97
97.25
Standard Deviation
21.70
20.53
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-5.74
N/A
5 Years
Statistic
LTSIX
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
LTSIX
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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