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AB All Market Total Return Portfolio (ABWYX)

Mutual Fund · Currency in USD · Last updated May 31, 2023

The Adviser allocates the fund's investments primarily among a number of asset classes, including equity securities, fixed-income securities, and a number of alternative asset classes and alternative investment strategies. The fund pursues a global strategy, typically investing in securities of issuers located in the United States and in other countries throughout the world, including emerging market countries. Under normal circumstances, at least 40% of the fund's net assets will be invested in securities of non-U.S. issuers.

Fund Info

ISINUS01877F6253
IssuerAllianceBernstein
Inception DateSep 1, 2003
CategoryDiversified Portfolio
Minimum Investment$0
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The AB All Market Total Return Portfolio has a high expense ratio of 0.77%, indicating higher-than-average management fees.


0.77%
0.00%2.15%

Share Price Chart


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Performance

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


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%December2023FebruaryMarchAprilMay
-0.99%
3.07%
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ABWYX

Return

AB All Market Total Return Portfolio had a return of 1.83% year-to-date (YTD) and -7.01% in the last 12 months. Over the past 10 years, AB All Market Total Return Portfolio had an annualized return of 3.59%, while the S&P 500 had an annualized return of 9.95%, indicating that AB All Market Total Return Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-2.27%0.86%
Year-To-Date1.83%9.53%
6 months0.60%6.26%
1 year-7.01%1.14%
5 years (annualized)1.57%9.25%
10 years (annualized)3.59%9.95%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.03%-3.63%2.26%0.66%
20223.53%5.46%-2.77%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for AB All Market Total Return Portfolio (ABWYX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABWYX
AB All Market Total Return Portfolio
-0.48
^GSPC
S&P 500
0.17

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AB All Market Total Return Portfolio Sharpe ratio is -0.48. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.00December2023FebruaryMarchAprilMay
-0.48
0.17
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)

Dividend History

AB All Market Total Return Portfolio granted a 3.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.41 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.41$0.41$1.61$0.51$0.51$0.00$0.21$0.47$0.35$0.36$0.50$0.29

Dividend yield

3.06%3.11%9.85%3.52%3.68%0.00%1.69%4.22%3.32%3.35%4.90%3.31%

Monthly Dividends

The table displays the monthly dividend distributions for AB All Market Total Return Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.61
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36
2013$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.37
2012$0.10$0.00$0.00$0.05$0.00$0.00$0.02$0.00$0.00$0.12

Drawdowns Chart

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


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-18.52%
-12.32%
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the AB All Market Total Return Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AB All Market Total Return Portfolio is 46.27%, recorded on Mar 9, 2009. It took 536 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.27%Oct 15, 2007351Mar 9, 2009536Apr 21, 2011887
-26.15%Feb 20, 202023Mar 23, 2020179Dec 4, 2020202
-24.69%Nov 10, 2021234Oct 14, 2022
-16.25%May 2, 2011108Oct 3, 2011238Sep 13, 2012346
-13.56%May 22, 2015183Feb 11, 2016212Dec 13, 2016395

Volatility Chart

The current AB All Market Total Return Portfolio volatility is 1.90%, 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%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
1.90%
3.82%
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)