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CABIX: AB GLOBAL RISK ALLOCATION FUND INC. CLASS I (MUTUAL FUND)
Basic Info 16.69 0.01(0.06%) May 10
Asset Class: | World Allocation |
MyPlanIQ Rating: | (84%) |
Start Date: | 03/23/2005 |
Last Dividend Date: | 12/07/2023 |
12-Mo. Yield | 1.67% |
Expenses | 1.32% |
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Performance Analytics (As of 05/10/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/24/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 2.1 | 5.6 | 0.1 | 5.6 | 4.5 | 6.7 | 4.7 | 6.4 | -9.6 | 12.3 | 10.9 | 16.6 | -8.7 | 12.1 | 7.7 | -3.3 | 7.8 | 0.4 | 16.5 | 6.9 | 12.1 | 18.7 | -28.2 | 3.3 | 13.6 | 5.0 |
Sharpe Ratio | NA | 0.3 | 0.2 | -0.24 | 0.38 | 0.39 | NA | 0.31 | 0.25 | -0.98 | 1.51 | 0.68 | 2.53 | -1.25 | 2.44 | 0.89 | -0.52 | 1.54 | 0.06 | 2.04 | 0.44 | 1.11 | 1.13 | -0.98 | 0.03 | 1.4 | 0.56 |
Draw Down(%) | NA | 3.6 | 7.5 | 14.6 | 24.4 | 24.4 | NA | 43.6 | 8.8 | 14.1 | 4.4 | 24.4 | 3.3 | 12.5 | 2.7 | 5.8 | 11.0 | 4.7 | 8.2 | 6.9 | 12.6 | 9.7 | 19.4 | 41.7 | 6.5 | 5.6 | 4.0 |
Standard Deviation(%) | NA | 8.0 | 8.5 | 9.3 | 10.5 | 8.8 | NA | 11.7 | 8.5 | 11.3 | 8.1 | 15.6 | 6.0 | 8.0 | 4.7 | 8.4 | 6.5 | 5.1 | 5.8 | 8.1 | 15.7 | 10.9 | 16.5 | 29.7 | 10.4 | 7.4 | 7.5 |
Treynor Ratio | NA | 0.03 | 0.02 | -0.03 | 0.07 | 0.06 | NA | 0.04 | 0.03 | -0.2 | 0.19 | 0.24 | 0.25 | -0.14 | 0.12 | 0.09 | -0.05 | 0.12 | 0.01 | 0.2 | 0.07 | 0.13 | 0.17 | -0.22 | 0.0 | 0.15 | 0.05 |
Alpha | NA | -0.02 | -0.02 | 0.0 | 0.01 | 0.0 | NA | 0.0 | -0.02 | 0.0 | 0.03 | 0.01 | 0.02 | -0.01 | 0.0 | 0.02 | -0.01 | 0.02 | -0.03 | 0.03 | 0.04 | 0.01 | -0.02 | 0.0 | -0.05 | 0.01 | -0.02 |
Beta | NA | 0.84 | 0.89 | 0.64 | 0.55 | 0.6 | NA | 0.87 | 0.8 | 0.55 | 0.64 | 0.44 | 0.61 | 0.72 | 0.94 | 0.88 | 0.61 | 0.63 | 0.62 | 0.85 | 1.01 | 0.95 | 1.09 | 1.35 | 1.07 | 0.71 | 0.8 |
RSquared | NA | 0.81 | 0.76 | 0.6 | 0.41 | 0.47 | NA | 0.65 | 0.66 | 0.56 | 0.51 | 0.25 | 0.36 | 0.58 | 0.6 | 0.78 | 0.6 | 0.7 | 0.63 | 0.77 | 0.88 | 0.9 | 0.84 | 0.86 | 0.69 | 0.5 | 0.46 |
Yield(%) | N/A | 0.0 | 1.7 | 5.7 | 5.4 | 4.6 | 6.0 | N/A | 1.7 | 7.2 | 10.1 | 3.5 | 1.9 | 0.8 | 3.7 | 6.1 | 0.3 | 11.8 | 2.1 | 9.5 | 2.2 | 2.3 | 2.9 | 2.4 | 10.1 | 5.2 | 6.6 |
Dividend Growth(%) | N/A | -100.0 | -80.2 | 240.0 | 22.5 | N/A | N/A | N/A | -80.0 | -27.4 | 210.0 | 114.3 | 100.0 | -75.4 | -37.4 | 2175.0 | -97.9 | 458.8 | -77.0 | 348.5 | 6.5 | -8.8 | -15.0 | -77.9 | 105.7 | -21.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/24/2005
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