Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
AMCUX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY - U.S. CLASS C) | NA | 0.53% | -1.41% | 0.01% | NA | NA | NA | -0.34% |
Data as of 12/03/2015, AR inception is 08/10/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
AMCUX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY - U.S. CLASS C) | 08/10/2010 | 12/03/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 0.53 | -1.41 | 0.01 | NA | NA | NA | -0.34 | 0.00 | -1.95 | -3.09 | -1.86 | 6.02 | -2.72 |
Sharpe Ratio | NA | 0.08 | -0.39 | -0.10 | NA | NA | NA | -0.16 | 0.00 | -0.35 | -0.67 | -0.71 | 1.33 | -1.60 |
Standard Deviation(%) | NA | 6.17 | 5.49 | 4.87 | NA | NA | NA | 4.85 | 6.31 | 5.61 | 4.66 | 2.72 | 4.52 | 4.27 |
Draw Down(%) | NA | 7.87 | 10.23 | 11.36 | NA | NA | NA | 11.36 | 7.87 | 6.38 | 4.33 | 2.72 | 1.85 | 4.09 |
Yield(%) | 0.00 | 0.00 | 0.70 | 0.45 | 0.22 | 0.15 | 0.11 | 0.44 | 0.00 | 0.00 | 1.76 | 0.35 | 0.07 | 0.00 |
Data as of 12/03/2015, AR inception is 08/10/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AMCUX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY - U.S. CLASS C) |
-2.34%
Sep 2012 - Sep 2015 |
-0.73%
Sep 2010 - Sep 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
AMCUX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY - U.S. CLASS C) |
1.30%
Feb 2011 - Feb 2014 |
-0.11%
Nov 2010 - Nov 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart