Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ABXAX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS A) | NA | 3.12% | 1.33% | 5.39% | 2.98% | 1.16% | NA | … | … |
Data as of 12/14/2020, Common starting date is 01/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABXAX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS A) | 01/30/2004 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.12 | 1.33 | 5.39 | 2.98 | 1.16 | NA | … | … | 2.59 | 21.60 | -17.93 | 26.32 | -1.51 | 3.14 | -6.34 | 19.31 | 12.73 | -19.49 | 4.06 | 26.56 | -49.12 | 7.21 | 24.62 | 6.26 | 14.13 |
| Sharpe Ratio | NA | 0.13 | 0.02 | 0.27 | 0.15 | NA | NA | … | … | 0.08 | 1.92 | -1.45 | 3.59 | -0.11 | 0.22 | -0.61 | 1.56 | 0.75 | -0.68 | 0.18 | 0.89 | -1.13 | 0.09 | 1.37 | 0.31 | 1.06 |
| Standard Deviation(%) | NA | 29.10 | 19.47 | 17.08 | 17.37 | NA | NA | … | … | 29.73 | 10.53 | 13.31 | 7.19 | 16.30 | 14.03 | 10.41 | 12.33 | 17.08 | 28.50 | 22.63 | 29.85 | 44.16 | 47.68 | 15.61 | 13.40 | 13.65 |
| Draw Down(%) | NA | 35.40 | 38.63 | 38.63 | 38.63 | NA | NA | … | … | 35.40 | 7.01 | 25.41 | 2.13 | 12.20 | 14.37 | 14.29 | 9.65 | 18.75 | 28.99 | 20.62 | 29.01 | 59.12 | 26.24 | 17.76 | 8.13 | 9.30 |
| Yield(%) | 0.00 | 0.55 | 1.08 | 1.47 | 1.45 | 2.78 | 2.54 | … | … | 0.54 | 1.53 | 1.41 | 1.59 | 1.86 | 1.53 | 2.13 | 1.83 | 1.20 | 1.25 | 1.05 | 1.37 | 1.73 | 12.95 | 14.59 | 0.00 | 0.00 |
Data as of 12/14/2020, Common starting date is 01/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABXAX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS A) |
-20.25%
Feb 2006 – Feb 2009 |
-13.02%
May 2007 – May 2012 |
-2.97%
Dec 2006 – Dec 2016 |
-0.44%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABXAX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS A) |
18.64%
Oct 2004 – Oct 2007 |
12.63%
Feb 2009 – Feb 2014 |
6.77%
Feb 2009 – Feb 2019 |
1.79%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart