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 All Ordinaries Up0.30%

AllianceBern Value R (ABVRX)

11.53 Up 0.13(1.14%) 18 May


Risk as of 28/02/2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return(31/12/2006):20.79%
Worst 1 Yr Total Return(31/12/2008):-42.14%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticABVRXCategory
Alpha (against Standard Index)-4.73-1.64
Beta (against Standard Index)1.091.02
Mean Annual Return0.870.98
R-squared (against Standard Index)96.7495.49
Standard Deviation16.9115.63
Sharpe Ratio0.610.77
Treynor Ratio8.5011.25
5 Years
StatisticABVRXCategory
Alpha (against Standard Index)-5.13-1.15
Beta (against Standard Index)1.111.02
Mean Annual Return0.180.49
R-squared (against Standard Index)97.3995.41
Standard Deviation21.2619.64
Sharpe Ratio0.090.29
Treynor Ratio-0.363.79
10 Years
StatisticABVRXCategory
Alpha (against Standard Index)-3.22-0.06
Beta (against Standard Index)1.091.01
Mean Annual Return0.540.72
R-squared (against Standard Index)95.8393.54
Standard Deviation16.5415.26
Sharpe Ratio0.290.46
Treynor Ratio3.216.10