Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGIBX (AB TAX-MANAGED ALL MARKET INCOME PORTFOLIO CLASS B) | NA | 11.87% | 6.15% | 3.54% | 4.20% | 3.50% | 1.99% | … | … |
Data as of 11/19/2019, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGIBX (AB TAX-MANAGED ALL MARKET INCOME PORTFOLIO CLASS B) | 06/21/1996 | 11/19/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.87 | 6.15 | 3.54 | 4.20 | 3.50 | 1.99 | … | … | 14.66 | -5.77 | 10.16 | 1.10 | -0.68 | 2.84 | 9.47 | 7.40 | -1.33 | 5.22 | 16.78 | -21.04 | 4.11 | 7.63 | 5.59 | 5.78 | 16.61 | -14.04 | -15.17 | -2.98 | 14.14 | 23.86 | 13.09 | 7.12 |
| Sharpe Ratio | NA | 2.11 | 1.11 | 0.55 | 0.57 | NA | NA | … | … | 3.38 | -1.22 | 2.97 | 0.15 | -0.12 | 0.59 | 1.57 | 1.13 | -0.12 | 0.54 | 1.28 | -1.30 | 0.13 | 0.74 | 0.69 | 0.84 | 1.34 | -0.89 | -1.05 | -0.77 | 1.11 | 1.42 | 0.84 | 1.22 |
| Standard Deviation(%) | NA | 4.93 | 4.64 | 5.18 | 6.75 | NA | NA | … | … | 4.49 | 5.81 | 3.22 | 5.85 | 5.90 | 4.80 | 6.00 | 6.54 | 11.34 | 9.47 | 13.08 | 16.89 | 8.29 | 5.89 | 4.99 | 5.76 | 11.91 | 16.95 | 16.85 | 9.15 | 9.82 | 14.45 | 11.37 | 8.55 |
| Draw Down(%) | NA | 4.34 | 8.56 | 8.56 | 10.53 | NA | NA | … | … | 2.06 | 8.56 | 1.22 | 4.79 | 6.12 | 3.67 | 5.77 | 6.27 | 10.53 | 8.76 | 13.02 | 27.04 | 5.31 | 5.92 | 3.61 | 5.93 | 8.86 | 21.13 | 26.39 | 7.42 | 5.59 | 18.29 | 8.36 | 6.52 |
| Yield(%) | 0.00 | 5.34 | 5.43 | 4.33 | 3.13 | 2.57 | 2.16 | … | … | 1.91 | 4.91 | 8.98 | 0.57 | 3.47 | 4.36 | 0.39 | 0.85 | 1.39 | 0.88 | 1.54 | 1.08 | 1.17 | 0.98 | 0.60 | 0.24 | 0.00 | 0.28 | 0.00 | 12.90 | 14.30 | 11.18 | 10.40 | 12.86 |
Data as of 11/19/2019, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGIBX (AB TAX-MANAGED ALL MARKET INCOME PORTFOLIO CLASS B) |
-11.98%
Mar 2000 – Mar 2003 |
-3.48%
Mar 2000 – Mar 2005 |
-1.75%
Feb 1999 – Feb 2009 |
0.97%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGIBX (AB TAX-MANAGED ALL MARKET INCOME PORTFOLIO CLASS B) |
18.47%
Mar 1997 – Mar 2000 |
9.72%
Jul 1996 – Jul 2001 |
5.80%
Feb 2009 – Feb 2019 |
4.43%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart