Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ADADX (ALLIANCEBERNSTEIN DYNAMIC ALL MARKET FUND CLASS 1) | NA | -2.91% | -3.87% | NA | NA | NA | NA | -3.60% |
Data as of 06/30/2016, AR inception is 12/27/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ADADX (ALLIANCEBERNSTEIN DYNAMIC ALL MARKET FUND CLASS 1) | 12/27/2011 | 06/30/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -2.91 | -3.87 | NA | NA | NA | NA | -3.60 | 7.03 | -14.09 | -3.58 | -6.58 | 3.87 | 0.40 |
Sharpe Ratio | NA | -0.35 | -0.38 | NA | NA | NA | NA | -0.34 | 1.83 | -1.31 | -0.47 | -0.56 | 0.49 | 8.20 |
Standard Deviation(%) | NA | 8.61 | 9.80 | NA | NA | NA | NA | 9.63 | 7.93 | 10.80 | 7.63 | 11.84 | 7.88 | 4.83 |
Draw Down(%) | NA | 12.85 | 26.00 | NA | NA | NA | NA | 30.54 | 3.82 | 19.16 | 11.10 | 15.32 | 6.92 | 0.20 |
Yield(%) | 0.00 | 0.00 | 6.50 | 5.98 | 2.99 | 1.99 | 1.50 | 7.48 | 0.00 | 5.96 | 7.28 | 11.40 | 5.20 | 0.00 |
Data as of 06/30/2016, AR inception is 12/27/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ADADX (ALLIANCEBERNSTEIN DYNAMIC ALL MARKET FUND CLASS 1) |
-9.00%
Jan 2013 - Jan 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ADADX (ALLIANCEBERNSTEIN DYNAMIC ALL MARKET FUND CLASS 1) |
-1.16%
May 2012 - May 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart