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Ab Sicav I Select Absolute Alpha Ptf. A Eur
27.20
+0.44%
Currency: EUR
Date: 25/12/19
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 27.20 | 27.08 | EUR | 25/12/19 | +0.44 |
Terms
| Isin | LU0787776219 |
| Contract Type | N.D. |
| Currency | EUR |
| Class | A |
| Risk Class | 3 |
| Assogestioni Category | Altri |
| Declared Benchmark | 100% S&P 500 |
| Start Date | 12/05/16 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | N.Av. |
Performance
| Cumulatives | |
|---|---|
| 1 month | -0.62 |
| Ytd | -5.16 |
| 1 year | -4.80 |
| 3 years | +21.65 |
| 5 years | +44.14 |
| Yearly | |
|---|---|
| 11/30/2024 | +21.84 |
| 11/30/2023 | +5.89 |
| 11/30/2022 | -4.30 |
| 11/30/2021 | +21.69 |
| 11/30/2020 | -1.60 |
| Rating |
|---|
|
| Score |
|---|
| 34.5516 |
Company
Alliance Bernstein (Lux) S.A.
2-4, rue Eugene Ruppert L-2453 - Luxembourg
Tel. +352-226692
2-4, rue Eugene Ruppert L-2453 - Luxembourg
Tel. +352-226692
Costs
| Entrance (ACP) | Min: 5,0000 - Max: 5,0000 |
| Management | 1.8 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Subscription
| One Solution | |
|---|---|
| Initial | 2000,0000 EUR |
| Integrative | 750,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 2000,0000 |
Costs
| Entrance (ACP) | Min: 5,0000 - Max: 5,0000 |
| Management | 1.8 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.44 |
| 1 week | +0.22 |
| 1 month | -0.62 |
| 3 months | +1.15 |
| 6 months | +3.70 |
| From the beginning of the year | -5.16 |
| 1 year | -4.80 |
| 2 years | +14.96 |
| 3 years | +21.65 |
| 4 years | +17.04 |
| 5 years | +44.14 |
| Yearly | |
|---|---|
| 11/30/2024 | +21.84 |
| 11/30/2023 | +5.89 |
| 11/30/2022 | -4.30 |
| 11/30/2021 | +21.69 |
| 11/30/2020 | -1.60 |
| Rating |
|---|
|
|
| Score |
|---|
| 34.5516 |
Efficiency Indicators
| Sharpe 1 year | 0.0923 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.1905 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.7608 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 0.137 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 0.266 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 1.2122 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +12.36 |
| 3 years | +9.00 |
| 5 years | +8.40 |
| Negative Volatility | |
|---|---|
| 1 year | +9.16 |
| 3 years | +6.37 |
| 5 years | +5.24 |
Benchmark
| Standard Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
| Negative Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
Updated Monthly - 25/11/28
Relative
| Sharpe | 0.1905 |
| Sortino | 0.266 |
| Bull Market | N.Av. |
| Bear Market | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 3 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
18,889
-3.58
3 years 15,635
10,158
+16.72
5 years 13,875
4,295
+43.66
|
18,889 | -3.58 | 10,158 | +16.72 | 4,295 | +43.66 |
|
Total Volatility
1 year 17,746
15,885
+12.36
3 years 15,635
9,855
+9.00
5 years 13,875
7,383
+8.40
|
15,885 | +12.36 | 9,855 | +9.00 | 7,383 | +8.40 |
|
Negative Volatility
1 year 17,746
16,950
+9.16
3 years 15,635
11,680
+6.37
5 years 13,875
6,338
+5.24
|
16,950 | +9.16 | 11,680 | +6.37 | 6,338 | +5.24 |
|
Sharpe Index
1 year 17,746
16,252
+0.09
3 years 15,635
14,135
+0.19
5 years 13,875
2,951
+0.76
|
16,252 | +0.09 | 14,135 | +0.19 | 2,951 | +0.76 |
|
Sortino Index
1 year 17,746
16,348
+0.14
3 years 15,635
14,201
+0.27
5 years 13,875
3,318
+1.21
|
16,348 | +0.14 | 14,201 | +0.27 | 2,951 | +1.21 |
By Category
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
6,589
-3.58
3 years 15,635
3,663
+16.72
5 years 13,875
1,763
+43.66
|
6,589 | -3.58 | 3,663 | +16.72 | 1,763 | +43.66 |
|
Total Volatility
1 year 17,746
5,382
+12.36
3 years 15,635
3,048
+9.00
5 years 13,875
2,274
+8.40
|
5,382 | +12.36 | 3,048 | +9.00 | 2,274 | +8.40 |
|
Negative Volatility
1 year 17,746
5,801
+9.16
3 years 15,635
3,732
+6.37
5 years 13,875
2,004
+5.24
|
5,801 | +9.16 | 3,732 | +6.37 | 2,004 | +5.24 |
|
Sharpe Index
1 year 17,746
5,658
+0.09
3 years 15,635
4,954
+0.19
5 years 13,875
1,206
+0.76
|
5,658 | +0.09 | 4,954 | +0.19 | 1,206 | +0.76 |
|
Sortino Index
1 year 17,746
5,683
+0.14
3 years 15,635
4,986
+0.27
5 years 13,875
1,367
+1.21
|
5,683 | +0.14 | 4,986 | +0.27 | 1,367 | +1.21 |
Data provided by 