Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMUIX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS I) | NA | 1.53% | -0.42% | 0.99% | NA | NA | NA | … | … |
Data as of 12/03/2015, Common starting date is 08/10/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMUIX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS I) | 08/10/2010 | 12/03/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.53 | -0.42 | 0.99 | NA | NA | NA | … | … | 0.92 | -1.41 | -3.51 | -0.97 | 7.02 | -2.32 |
| Sharpe Ratio | NA | 0.16 | -0.31 | 0.02 | NA | NA | NA | … | … | 0.15 | -0.25 | -0.66 | -0.38 | 1.56 | -1.35 |
| Standard Deviation(%) | NA | 6.24 | 5.78 | 5.06 | NA | NA | NA | … | … | 6.37 | 5.69 | 5.40 | 2.69 | 4.49 | 4.31 |
| Draw Down(%) | NA | 7.47 | 10.21 | 10.30 | NA | NA | NA | … | … | 7.47 | 5.75 | 5.53 | 2.48 | 1.84 | 3.88 |
| Yield(%) | 0.00 | 0.50 | 1.32 | 0.87 | 0.43 | 0.29 | 0.21 | … | … | 0.00 | 0.49 | 3.19 | 0.35 | 0.13 | 0.00 |
Data as of 12/03/2015, Common starting date is 08/10/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMUIX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS I) |
-1.37%
Sep 2012 – Sep 2015 |
0.27%
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 |
|---|---|---|---|---|
| AMUIX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS I) |
2.35%
Feb 2011 – Feb 2014 |
0.87%
Nov 2010 – Nov 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart