Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANNKX (AllianceBern Mkt Ntrl Strat Glbl K) | NA | -5.18% | -2.10% | NA | NA | NA | NA | … | … |
Data as of 10/24/2014, Common starting date is 08/10/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANNKX (AllianceBern Mkt Ntrl Strat Glbl K) | 08/10/2010 | 10/24/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.18 | -2.10 | NA | NA | NA | NA | … | … | -6.12 | 0.22 | 1.27 | 0.79 | 2.71 |
| Sharpe Ratio | NA | -1.38 | -0.71 | NA | NA | NA | NA | … | … | -1.93 | 0.07 | 0.54 | 0.17 | 2.11 |
| Standard Deviation(%) | NA | 3.77 | 3.02 | NA | NA | NA | NA | … | … | 3.86 | 2.78 | 2.26 | 4.36 | 3.26 |
| Draw Down(%) | NA | 7.83 | 7.83 | NA | NA | NA | NA | … | … | 7.83 | 3.64 | 1.55 | 3.29 | 0.80 |
| Yield(%) | 0.00 | 1.10 | 0.52 | 0.33 | 0.16 | 0.11 | 0.08 | … | … | 0.00 | 1.09 | 0.00 | 0.50 | 0.00 |
Data as of 10/24/2014, 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 |
|---|---|---|---|---|
| ANNKX (AllianceBern Mkt Ntrl Strat Glbl K) |
-2.09%
Aug 2011 – Aug 2014 |
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 |
|---|---|---|---|---|
| ANNKX (AllianceBern Mkt Ntrl Strat Glbl K) |
1.28%
Feb 2011 – Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart