Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CABBX (AB GLOBAL RISK ALLOCATION FUND INC. CLASS B) | NA | 7.52% | 4.79% | 2.83% | 5.09% | 3.43% | 3.83% | … | … |
Data as of 11/19/2019, Common starting date is 03/21/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CABBX (AB GLOBAL RISK ALLOCATION FUND INC. CLASS B) | 03/21/1991 | 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 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.52 | 4.79 | 2.83 | 5.09 | 3.43 | 3.83 | … | … | 12.63 | -9.73 | 10.89 | 6.41 | -4.42 | 6.50 | -0.81 | 15.14 | 5.50 | 10.79 | 17.27 | -29.05 | 2.21 | 12.46 | 3.20 | 8.95 | 21.78 | -11.26 | 1.00 | 11.63 | 4.17 | 14.78 | 26.06 | -4.22 | 13.92 | -7.65 | 6.91 | 6.19 | 10.39 |
| Sharpe Ratio | NA | 0.87 | 0.62 | 0.31 | 0.55 | NA | NA | … | … | 2.08 | -1.38 | 2.19 | 0.74 | -0.69 | 1.27 | -0.14 | 1.88 | 0.35 | 0.99 | 1.04 | -1.01 | -0.08 | 1.23 | 0.14 | 1.08 | 1.96 | -0.80 | -0.12 | 0.66 | 0.09 | 0.96 | 2.01 | -0.49 | 0.82 | -1.31 | 0.56 | 0.62 | 1.19 |
| Standard Deviation(%) | NA | 6.92 | 6.45 | 6.87 | 8.53 | NA | NA | … | … | 6.18 | 8.01 | 4.71 | 8.37 | 6.46 | 5.09 | 5.88 | 8.09 | 15.72 | 10.85 | 16.56 | 29.72 | 10.42 | 7.47 | 7.46 | 7.44 | 10.75 | 15.46 | 11.33 | 11.59 | 10.04 | 11.91 | 11.15 | 15.74 | 12.33 | 8.08 | 8.67 | 6.05 | 8.28 |
| Draw Down(%) | NA | 6.91 | 13.38 | 16.06 | 16.06 | NA | NA | … | … | 3.41 | 13.38 | 2.72 | 6.02 | 11.53 | 4.93 | 8.37 | 7.12 | 12.84 | 9.81 | 19.58 | 42.28 | 6.61 | 5.68 | 5.08 | 5.89 | 8.77 | 20.48 | 13.80 | 6.49 | 10.27 | 13.37 | 7.82 | 14.28 | 12.46 | 10.60 | 5.75 | 3.58 | 5.01 |
| Yield(%) | 0.00 | 0.00 | 2.54 | 3.47 | 3.72 | 3.59 | 3.76 | … | … | 0.00 | 0.00 | 2.72 | 5.24 | 0.00 | 11.24 | 1.85 | 8.82 | 1.07 | 1.16 | 1.82 | 1.55 | 9.45 | 4.47 | 6.70 | 0.80 | 1.65 | 1.66 | 4.12 | 7.27 | 6.19 | 13.02 | 17.37 | 1.68 | 2.39 | 1.15 | 2.62 | 3.00 | 3.36 |
Data as of 11/19/2019, Common starting date is 03/21/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CABBX (AB GLOBAL RISK ALLOCATION FUND INC. CLASS B) |
-10.88%
Feb 2006 – Feb 2009 |
-4.78%
Feb 2004 – Feb 2009 |
0.51%
Feb 1999 – Feb 2009 |
2.77%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CABBX (AB GLOBAL RISK ALLOCATION FUND INC. CLASS B) |
18.70%
Feb 2009 – Feb 2012 |
12.65%
Feb 2009 – Feb 2014 |
8.99%
Apr 1997 – Apr 2007 |
7.09%
Nov 1991 – Nov 2006 |
Annualized Rolling Returns Comparison Chart