AllianceBernstein Market Neutral Strategy - U.S.

Scorecard
2 / 5 Stars
Lipper
4 3 5 3 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
---
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 3.37
Mean 0.11
Sharpe Ratio 0.38
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Morningstar Agriculture Commodity TR
R-Squared 7.51 10.64
Beta 0.33 -0.05
Alpha 0.08 1.4