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AB Emerging Markets Multi-Asset Portfolio (ABIEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS01877E5298
IssuerAllianceBernstein
Inception DateAug 30, 2011
CategoryEmerging Markets Diversified
Min. Investment$2,000,000
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ABIEX has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for ABIEX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AB Emerging Markets Multi-Asset Portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AB Emerging Markets Multi-Asset Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
15.09%
16.79%
ABIEX (AB Emerging Markets Multi-Asset Portfolio)
Benchmark (^GSPC)

S&P 500

Returns By Period

AB Emerging Markets Multi-Asset Portfolio had a return of 12.30% year-to-date (YTD) and 20.82% in the last 12 months. Over the past 10 years, AB Emerging Markets Multi-Asset Portfolio had an annualized return of 3.39%, while the S&P 500 had an annualized return of 10.85%, indicating that AB Emerging Markets Multi-Asset Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.30%15.04%
1 month0.43%3.37%
6 months15.09%16.79%
1 year20.82%25.03%
5 years (annualized)4.08%13.26%
10 years (annualized)3.39%10.85%

Monthly Returns

The table below presents the monthly returns of ABIEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.77%4.77%1.88%-0.36%2.92%12.30%
20239.12%-5.27%3.12%-0.26%-1.98%3.97%4.19%-4.15%-1.53%-2.70%7.62%4.75%16.88%
2022-1.57%-5.74%-2.19%-5.56%1.59%-8.27%0.27%-1.19%-10.84%-1.99%13.89%-1.69%-22.59%
20212.20%1.37%-0.44%2.04%0.95%1.23%-4.04%1.96%-3.70%0.30%-4.82%2.23%-1.08%
2020-3.11%-3.09%-16.98%6.58%5.10%6.11%7.26%1.46%-1.87%1.48%6.97%5.96%13.83%
20199.58%-0.23%0.84%0.79%-4.72%5.55%-0.68%-3.29%1.42%2.34%0.57%5.65%18.39%
20187.49%-4.90%-1.31%-2.31%-2.27%-4.16%2.54%-2.70%0.95%-6.80%1.56%-2.17%-13.91%
20173.41%2.84%1.50%1.31%1.29%1.12%3.92%1.94%-2.22%1.97%-0.20%2.24%20.71%
2016-1.26%0.64%8.54%0.23%-2.80%5.59%3.09%0.33%1.34%-0.11%-5.41%1.84%11.93%
20150.68%2.03%-1.06%7.26%-2.50%-1.42%-3.83%-4.78%-1.84%4.57%-2.12%-2.75%-6.27%
2014-4.24%3.06%1.21%1.85%3.42%1.75%0.10%2.65%-5.96%0.21%0.32%-3.40%0.46%
20130.88%-1.74%-0.89%1.29%-4.81%-6.40%1.10%-2.99%4.07%3.47%-1.57%-0.27%-8.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABIEX is 72, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABIEX is 7272
ABIEX (AB Emerging Markets Multi-Asset Portfolio)
The Sharpe Ratio Rank of ABIEX is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of ABIEX is 7878Sortino Ratio Rank
The Omega Ratio Rank of ABIEX is 7777Omega Ratio Rank
The Calmar Ratio Rank of ABIEX is 5151Calmar Ratio Rank
The Martin Ratio Rank of ABIEX is 7373Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AB Emerging Markets Multi-Asset Portfolio (ABIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABIEX
Sharpe ratio
The chart of Sharpe ratio for ABIEX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.001.90
Sortino ratio
The chart of Sortino ratio for ABIEX, currently valued at 2.71, compared to the broader market0.005.0010.002.71
Omega ratio
The chart of Omega ratio for ABIEX, currently valued at 1.33, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for ABIEX, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.69
Martin ratio
The chart of Martin ratio for ABIEX, currently valued at 6.05, compared to the broader market0.0020.0040.0060.0080.006.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.008.12

Sharpe Ratio

The current AB Emerging Markets Multi-Asset Portfolio Sharpe ratio is 1.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AB Emerging Markets Multi-Asset Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.90
2.17
ABIEX (AB Emerging Markets Multi-Asset Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

AB Emerging Markets Multi-Asset Portfolio granted a 5.94% dividend yield in the last twelve months. The annual payout for that period amounted to $0.51 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.51$0.48$0.27$0.35$0.24$0.48$0.48$0.38$0.39$0.33$0.40$0.20

Dividend yield

5.94%6.16%3.85%3.63%2.35%5.31%6.00%3.80%4.63%4.11%4.58%2.17%

Monthly Dividends

The table displays the monthly dividend distributions for AB Emerging Markets Multi-Asset Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.03$0.00$0.00$0.08$0.12
2023$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.30$0.48
2022$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.05$0.27
2021$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.12$0.00$0.00$0.13$0.35
2020$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.08$0.24
2019$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.26$0.48
2018$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.27$0.48
2017$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.17$0.38
2016$0.00$0.00$0.02$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.22$0.39
2015$0.00$0.00$0.02$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.10$0.33
2014$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.35$0.40
2013$0.05$0.00$0.00$0.00$0.15$0.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-8.73%
0
ABIEX (AB Emerging Markets Multi-Asset Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AB Emerging Markets Multi-Asset Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AB Emerging Markets Multi-Asset Portfolio was 38.56%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current AB Emerging Markets Multi-Asset Portfolio drawdown is 8.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.56%Feb 18, 2021425Oct 24, 2022
-33.26%Jan 29, 2018541Mar 23, 2020170Nov 20, 2020711
-21.08%Jan 22, 2013755Jan 20, 2016160Sep 7, 2016915
-14.79%Sep 2, 201121Oct 3, 201183Feb 1, 2012104
-14.72%Mar 14, 201257Jun 4, 2012144Jan 2, 2013201

Volatility

Volatility Chart

The current AB Emerging Markets Multi-Asset Portfolio volatility is 2.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.93%
2.33%
ABIEX (AB Emerging Markets Multi-Asset Portfolio)
Benchmark (^GSPC)