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AllianceBern Large Cap Growth I (ALLIX)

33.95 Up 0.02(0.06%) May 24


Risk as of 2013-03-30Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down3
Best 1 Yr Total Return(2009-12-30):42.02%
Worst 1 Yr Total Return(2008-12-30):-31.23%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticALLIXCategory
Alpha (against Standard Index)-2.94-2.48
Beta (against Standard Index)1.171.08
Mean Annual Return1.030.98
R-squared (against Standard Index)91.9392.65
Standard Deviation18.2616.81
Sharpe Ratio0.670.70
Treynor Ratio9.5510.12
5 Years
StatisticALLIXCategory
Alpha (against Standard Index)4.11-0.57
Beta (against Standard Index)1.021.02
Mean Annual Return0.970.54
R-squared (against Standard Index)81.6391.10
Standard Deviation21.2720.13
Sharpe Ratio0.540.31
Treynor Ratio9.454.17
10 Years
StatisticALLIXCategory
Alpha (against Standard Index)0.84-0.28
Beta (against Standard Index)1.041.04
Mean Annual Return0.870.73
R-squared (against Standard Index)79.5287.52
Standard Deviation17.2816.34
Sharpe Ratio0.510.43
Treynor Ratio7.355.67