Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANNRX (AllianceBern Mkt Ntrl Strat Glbl R) | NA | -5.51% | -2.37% | NA | NA | NA | NA | … | … |
Data as of 10/24/2014, Common starting date is 08/10/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANNRX (AllianceBern Mkt Ntrl Strat Glbl R) | 08/10/2010 | 10/24/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.51 | -2.37 | NA | NA | NA | NA | … | … | -6.37 | 0.03 | 0.88 | 0.60 | 2.61 |
| Sharpe Ratio | NA | -1.50 | -0.80 | NA | NA | NA | NA | … | … | -2.05 | 0.00 | 0.37 | 0.13 | 1.98 |
| Standard Deviation(%) | NA | 3.68 | 3.01 | NA | NA | NA | NA | … | … | 3.79 | 2.77 | 2.25 | 4.31 | 3.34 |
| Draw Down(%) | NA | 7.91 | 7.91 | NA | NA | NA | NA | … | … | 7.91 | 3.86 | 1.65 | 3.30 | 0.79 |
| Yield(%) | 0.00 | 1.10 | 0.52 | 0.33 | 0.16 | 0.11 | 0.08 | … | … | 0.00 | 1.09 | 0.00 | 0.50 | 0.00 |
Data as of 10/24/2014, Common starting date is 08/10/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANNRX (AllianceBern Mkt Ntrl Strat Glbl R) |
-2.36%
Aug 2011 – Aug 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANNRX (AllianceBern Mkt Ntrl Strat Glbl R) |
1.03%
Feb 2011 – Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart