Ratings & Risk for AllianceBern Global Thematic Gr A (ALTFX)

Morningstar Category: World Stock
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Above Average
    		139
    5-Year Average Above Average
    		113
    10-Year Low High
    		83
    Overall Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 27.25 0.24 0.02
    5-Year 23.05 0.48 0.12
    10-Year 30.18 0.05 -0.08
    15-Year 29.12 0.90 0.25
    20-Year 27.92 1.14 0.35
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 80.91 1.04 5.62
    3-Year 82.73 1.03 5.42
    5-Year 73.94 1.00 -1.28
    10-Year 58.96 1.28 -3.32

    MSCI EAFE NR USD

    Trailing data as of 10/31/2009