Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ABWBX (AB ALL MARKET TOTAL RETURN PORTFOLIO CLASS B) | NA | 12.34% | 5.89% | 3.57% | 5.39% | 4.34% | NA | 4.79% |
Data as of 11/19/2019, AR inception is 11/10/2003
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ABWBX (AB ALL MARKET TOTAL RETURN PORTFOLIO CLASS B) | 11/10/2003 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 12.34 | 5.89 | 3.57 | 5.39 | 4.34 | NA | 4.79 | 15.96 | -8.51 | 10.39 | 4.99 | -2.49 | 3.69 | 13.35 | 10.85 | -4.27 | 11.51 | 29.40 | -32.84 | 4.36 | 13.09 | 6.95 | 10.31 | 4.71 |
Sharpe Ratio | NA | 1.64 | 0.78 | 0.38 | 0.53 | NA | NA | 0.33 | 2.72 | -1.19 | 2.31 | 0.54 | -0.29 | 0.54 | 1.74 | 1.25 | -0.27 | 0.85 | 1.52 | -1.29 | 0.12 | 1.26 | 0.75 | 1.29 | 7.93 |
Standard Deviation(%) | NA | 6.64 | 6.41 | 7.47 | 9.46 | NA | NA | 11.80 | 6.13 | 8.24 | 4.24 | 8.86 | 8.60 | 6.81 | 7.65 | 8.72 | 15.85 | 13.48 | 19.27 | 26.01 | 11.51 | 7.79 | 6.40 | 7.28 | 4.87 |
Draw Down(%) | NA | 5.96 | 12.59 | 14.16 | 16.61 | NA | NA | 47.03 | 2.62 | 12.59 | 1.85 | 7.83 | 9.61 | 6.29 | 6.89 | 8.44 | 16.61 | 11.24 | 19.48 | 42.73 | 7.45 | 8.02 | 4.72 | 6.80 | 0.97 |
Yield(%) | 0.00 | 0.00 | 0.71 | 0.91 | 1.60 | 2.09 | 1.76 | 2.20 | 0.00 | 0.00 | 0.53 | 1.67 | 0.95 | 1.65 | 3.41 | 1.55 | 1.59 | 2.20 | 2.62 | 4.24 | 3.65 | 2.73 | 1.40 | 0.96 | 0.28 |
Data as of 11/19/2019, AR inception is 11/10/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ABWBX (AB ALL MARKET TOTAL RETURN PORTFOLIO CLASS B) |
-12.70%
Feb 2006 - Feb 2009 |
-4.46%
Feb 2004 - Feb 2009 |
2.52%
Feb 2006 - Feb 2016 |
3.76%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ABWBX (AB ALL MARKET TOTAL RETURN PORTFOLIO CLASS B) |
19.55%
Feb 2009 - Feb 2012 |
15.04%
Feb 2009 - Feb 2014 |
8.65%
Feb 2009 - Feb 2019 |
4.67%
Jul 2004 - Jul 2019 |
Annualized Rolling Returns Comparison Chart