ABVAX - AB Value A

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return (Dec 30, 2017)35.72%
Worst 1 Yr Total Return (Dec 30, 2017)-41.88%

Risk Statistics

3 Years
ABVAXCategory Average
5 Years
ABVAXCategory Average
10 Years
ABVAXCategory Average
Alpha
-6.64-0.02
-4.84-0.02
-4.74-0.01
Beta
1.090.01
1.110.01
1.10.01
Mean Annual Return
0.470.01
10.01
0.460.01
R-squared
85.730.83
88.170.85
95.20.91
Standard Deviation
11.850.11
11.210.1
17.020.16
Sharpe Ratio
0.440.01
1.040.01
0.30
Treynor Ratio
4.290.09
10.530.13
3.420.07