AllianceBern risk analysis

Use AllianceBern Growth B risk analysis within your existing portfolios mixed with equities fromn NASDAQ Stock Exchange to enhance returns of your portfolios as well as to determine Fund diversification method that is right for you.  Build Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, AllianceBern has beta of 0.99 . This suggests AllianceBern Growth B market returns are very sensitive to returns on the market. As the market benchmark goes up or down, AllianceBern is expected to follow. Moreover, AllianceBern Growth B has alpha of 0.99 implying that it can potentially generate 0.99% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of AllianceBern is 209.67. The daily returns are destributed with a variance of 0.32 and standard deviation of 0.57. The mean deviation of AllianceBern Growth B is currently at 0.43. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	0.99	Details
	(beta)	=	0.99	Details
	(volatility)	=	0.57	Details

Actual Return Volatility

AllianceBern Growth B shows 0.57% volatility of returns over 30 trading days. S&P 500 shows 0.54% volatility of returns over 30 trading days.