Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMURX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS R) | NA | 1.06% | -0.88% | 0.50% | 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 |
|---|---|---|
| AMURX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS R) | 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 (%) | -0.10 | 1.06 | -0.88 | 0.50 | NA | NA | NA | … | … | 0.42 | -1.74 | -3.55 | -1.46 | 6.63 | -2.52 |
| Sharpe Ratio | NA | 0.12 | -0.36 | -0.05 | NA | NA | NA | … | … | 0.07 | -0.31 | -0.70 | -0.56 | 1.48 | -1.47 |
| Standard Deviation(%) | NA | 6.16 | 5.66 | 4.97 | NA | NA | NA | … | … | 6.27 | 5.71 | 5.12 | 2.70 | 4.46 | 4.30 |
| Draw Down(%) | NA | 7.59 | 10.37 | 11.06 | NA | NA | NA | … | … | 7.59 | 6.12 | 5.14 | 2.60 | 1.85 | 3.99 |
| Yield(%) | 0.00 | 0.33 | 1.12 | 0.72 | 0.36 | 0.24 | 0.18 | … | … | 0.00 | 0.33 | 2.72 | 0.35 | 0.07 | 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 |
|---|---|---|---|---|
| AMURX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS R) |
-1.81%
Sep 2012 – Sep 2015 |
-0.21%
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 |
|---|---|---|---|---|
| AMURX (ALLIANCEBERNSTEIN MARKET NEUTRAL STRATEGY – U.S. CLASS R) |
1.83%
Feb 2011 – Feb 2014 |
0.38%
Nov 2010 – Nov 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart