Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ABXBX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS B) | NA | 10.62% | 6.49% | 2.98% | 2.01% | 0.76% | NA | 1.21% |
Data as of 11/19/2019, AR inception is 02/23/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABXBX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS B) | 02/23/2004 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.62 | 6.49 | 2.98 | 2.01 | 0.76 | NA | 1.21 | 17.22 | -18.50 | 25.34 | -2.26 | 2.41 | -6.95 | 18.37 | 11.86 | -20.11 | 3.25 | 25.61 | -49.53 | 6.41 | 23.75 | 6.01 | 11.14 |
| Sharpe Ratio | NA | 0.76 | 0.53 | 0.18 | 0.10 | NA | NA | 0.01 | 1.67 | -1.49 | 3.45 | -0.15 | 0.17 | -0.67 | 1.48 | 0.70 | -0.71 | 0.14 | 0.86 | -1.14 | 0.07 | 1.31 | 0.29 | 0.88 |
| Standard Deviation(%) | NA | 11.96 | 10.72 | 12.74 | 16.49 | NA | NA | 23.05 | 10.86 | 13.30 | 7.19 | 16.32 | 14.03 | 10.38 | 12.39 | 17.13 | 28.53 | 22.64 | 29.79 | 44.10 | 47.68 | 15.64 | 13.11 | 13.62 |
| Draw Down(%) | NA | 10.05 | 25.93 | 25.93 | 30.43 | NA | NA | 66.34 | 7.12 | 25.93 | 2.17 | 12.30 | 14.63 | 14.42 | 9.76 | 18.81 | 29.31 | 20.91 | 29.13 | 59.37 | 26.30 | 17.83 | 8.18 | 9.41 |
| Yield(%) | 0.00 | 0.52 | 0.67 | 0.69 | 0.50 | 2.39 | 1.92 | 2.55 | 0.00 | 0.45 | 0.38 | 1.04 | 0.00 | 1.51 | 0.00 | 0.00 | 0.45 | 0.38 | 0.73 | 0.84 | 12.46 | 14.48 | 0.00 | 0.00 |
Data as of 11/19/2019, AR inception is 02/23/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABXBX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS B) |
-20.81%
Feb 2006 - Feb 2009 |
-13.69%
May 2007 - May 2012 |
-3.69%
Dec 2006 - Dec 2016 |
0.70%
May 2004 - May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABXBX (TAX-MANAGED INTERNATIONAL PORTFOLIO AB TAX-MANAGED INTERNATIONAL CLASS B) |
18.10%
Oct 2004 - Oct 2007 |
11.75%
Feb 2009 - Feb 2014 |
5.97%
Feb 2009 - Feb 2019 |
1.09%
Apr 2004 - Apr 2019 |
Annualized Rolling Returns Comparison Chart