Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ABIBX (AB INTERNATIONAL VALUE FUND CLASS B) | NA | 4.70% | 3.00% | 0.79% | 1.08% | 1.01% | NA | 3.43% |
Data as of 11/19/2019, AR inception is 04/04/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ABIBX (AB INTERNATIONAL VALUE FUND CLASS B) | 04/04/2001 | 11/19/2019 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 4.70 | 3.00 | 0.79 | 1.08 | 1.01 | NA | 3.43 | 13.71 | -23.82 | 23.82 | -1.73 | 1.76 | -7.30 | 21.30 | 13.26 | -20.84 | 2.57 | 33.23 | -53.90 | 4.51 | 33.20 | 15.94 | 23.66 | 42.09 | -4.53 | -0.50 |
Sharpe Ratio | NA | 0.24 | 0.19 | 0.01 | 0.04 | NA | NA | 0.11 | 1.17 | -1.74 | 2.99 | -0.10 | 0.11 | -0.59 | 1.52 | 0.74 | -0.68 | 0.11 | 1.01 | -1.13 | 0.07 | 2.03 | 1.25 | 1.67 | 2.81 | -0.28 | -0.15 |
Standard Deviation(%) | NA | 13.29 | 11.69 | 14.33 | 17.89 | NA | NA | 21.28 | 12.00 | 14.43 | 7.79 | 18.72 | 15.99 | 12.44 | 13.97 | 18.07 | 30.51 | 23.25 | 32.96 | 48.37 | 21.10 | 14.78 | 11.00 | 13.64 | 14.74 | 20.21 | 17.71 |
Draw Down(%) | NA | 11.76 | 31.06 | 31.06 | 32.90 | NA | NA | 70.28 | 10.51 | 31.06 | 2.82 | 13.91 | 17.16 | 15.41 | 10.26 | 20.61 | 31.67 | 22.56 | 31.43 | 63.94 | 13.08 | 16.12 | 9.57 | 11.25 | 14.01 | 30.07 | 23.50 |
Yield(%) | 0.00 | 0.00 | 0.38 | 0.58 | 1.44 | 2.62 | 3.10 | 3.44 | 0.00 | 0.00 | 1.10 | 0.00 | 0.00 | 1.82 | 4.47 | 2.46 | 2.79 | 2.40 | 0.76 | 0.00 | 5.61 | 7.91 | 7.02 | 3.29 | 0.00 | 0.00 | 0.00 |
Data as of 11/19/2019, AR inception is 04/04/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ABIBX (AB INTERNATIONAL VALUE FUND CLASS B) |
-22.89%
Feb 2006 - Feb 2009 |
-14.83%
May 2007 - May 2012 |
-4.02%
Dec 2006 - Dec 2016 |
1.04%
Sep 2004 - Sep 2019 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ABIBX (AB INTERNATIONAL VALUE FUND CLASS B) |
35.12%
Mar 2003 - Mar 2006 |
27.24%
Sep 2002 - Sep 2007 |
6.19%
Feb 2009 - Feb 2019 |
6.03%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart