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ISIN
US01877F5750
Inception Date
Sep 1, 2003
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

ABPYX Performance Chart

The AB Portfolios - AB Sustainable Thematic Balanced Portfolio (ABPYX) is up 3.4% since the beginning of the year. ABPYX is currently trading at $13 per share. Investors who bought $1,000 worth of ABPYX shares 5 years ago would now be looking at an investment worth $1,100.


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S&P 500 Index

Returns By Period

The AB Portfolios - AB Sustainable Thematic Balanced Portfolio (ABPYX) has returned 3.43% so far this year and 9.98% over the past 12 months. Over the last ten years, ABPYX has returned 3.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.


The AB Portfolios - AB Sustainable Thematic Balanced Portfolio

1D
0.00%
1M
1.14%
YTD
3.43%
6M
2.14%
1Y
9.98%
3Y*
8.14%
5Y*
1.93%
10Y*
3.93%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
-0.21%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABPYX Monthly Returns History

Based on dividend-adjusted daily data since Sep 3, 2003, ABPYX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2022 with a return of +9.0%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ABPYX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Mar 16, 2020 at -7.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%-0.39%-4.54%5.91%2.71%0.00%3.43%
20251.64%-2.18%-3.79%-0.60%4.31%3.80%0.80%1.18%1.87%1.46%-0.83%-0.87%6.68%
2024-0.09%2.48%1.25%-4.04%3.61%1.66%2.69%2.15%0.78%-3.09%2.47%-3.70%5.94%
20235.13%-2.39%2.64%-0.92%-0.09%4.92%1.59%-0.96%-4.31%-2.94%6.63%5.02%14.47%
2022-7.55%-0.73%-0.98%-7.24%0.35%-6.37%8.97%-4.59%-8.27%3.66%5.83%-2.70%-19.36%
2021-0.47%0.79%1.25%3.09%1.28%0.96%0.95%0.87%-2.81%2.08%-1.23%1.90%8.86%

Benchmark Metrics

The AB Portfolios - AB Sustainable Thematic Balanced Portfolio has an annualized alpha of 0.32%, beta of 0.40, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 04, 2003.

  • This fund participated in 55.64% of S&P 500 Index downside but only 44.42% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.32%
Beta
0.40
0.77
Upside Capture
44.42%
Downside Capture
55.64%

Expense Ratio

ABPYX has an expense ratio of 0.71%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ABPYX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ABPYX Risk / Return Rank: 1616
Overall Rank
ABPYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ABPYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ABPYX Omega Ratio Rank: 1818
Omega Ratio Rank
ABPYX Calmar Ratio Rank: 1313
Calmar Ratio Rank
ABPYX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for The AB Portfolios - AB Sustainable Thematic Balanced Portfolio (ABPYX) and compare them to S&P 500 Index.


ABPYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.13

2.69

-1.55

Martin ratioReturn relative to average drawdown

3.65

12.34

-8.69

Dividends

Dividend History

The AB Portfolios - AB Sustainable Thematic Balanced Portfolio provided a 1.46% dividend yield over the last twelve months, with an annual payout of $0.19 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.19$0.19$0.18$0.13$0.45$0.48$0.48$0.47$0.12$0.97$0.33$0.28

Dividend yield

1.46%1.51%1.51%1.14%4.40%3.61%3.73%3.72%1.08%7.92%2.76%2.35%

Monthly Dividends

The table displays the monthly dividend distributions for The AB Portfolios - AB Sustainable Thematic Balanced Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the The AB Portfolios - AB Sustainable Thematic Balanced 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 The AB Portfolios - AB Sustainable Thematic Balanced Portfolio was 28.37%, occurring on Mar 9, 2009. Recovery took 387 trading sessions.

The current The AB Portfolios - AB Sustainable Thematic Balanced Portfolio drawdown is 0.67%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-28.37%Mar 2009
1y 4mo1y 6mo
2y 10moNov 2007 - Sep 2010
Bear market2022
-26.00%Oct 2022
11mo 8d1y 10mo
2y 9moNov 2021 - Aug 2024
COVID crash2020
-21.78%Mar 2020
1mo 2d8mo 6d
9mo 8dFeb 2020 - Nov 2020
2025 selloff2025
-15.63%Apr 2025
5mo 25d3mo 18d
9mo 13dOct 2024 - Jul 2025
2026 pullback2026
-9.17%Mar 2026
5mo 2d1mo 15d
6mo 17dOct 2025 - May 2026

Drawdown Indicators


ABPYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-56.78%

+28.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-9.10%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-18.90%

+3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.00%

-25.43%

-0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-26.00%

-33.92%

+7.92%

Current Drawdown

Current decline from peak

-0.67%

-2.97%

+2.30%

Average Drawdown

Average peak-to-trough decline

-3.93%

-10.72%

+6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

1.97%

+0.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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