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ISIN
US01877F6253
Inception Date
Sep 1, 2003
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

ABWYX Performance Chart

AB All Market Total Return Portfolio (ABWYX) is up 7.9% since the beginning of the year. ABWYX is currently trading at $17 per share. Investors who bought $1,000 worth of ABWYX shares 5 years ago would now be looking at an investment worth $1,263.


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S&P 500 Index

Returns By Period

AB All Market Total Return Portfolio (ABWYX) has returned 7.91% so far this year and 18.53% over the past 12 months. Over the last ten years, ABWYX has returned 6.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.


AB All Market Total Return Portfolio

1D
0.00%
1M
1.26%
YTD
7.91%
6M
8.19%
1Y
18.53%
3Y*
13.49%
5Y*
4.78%
10Y*
6.23%

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)

ABWYX Monthly Returns History

Based on dividend-adjusted daily data since Sep 3, 2003, ABWYX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +9.2%, while the worst month was Oct 2008 at -15.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ABWYX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -9.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.91%2.25%-5.32%6.08%3.17%-0.06%7.91%
20252.25%0.52%-2.51%0.99%2.87%3.49%0.37%1.89%2.88%1.40%0.40%0.09%15.50%
2024-0.28%1.46%2.61%-3.48%2.98%1.48%2.19%2.27%1.84%-2.87%2.89%-2.56%8.54%
20235.03%-3.63%2.26%0.66%-2.41%3.15%2.33%-1.42%-3.60%-2.17%6.80%4.57%11.43%
2022-4.52%-2.80%-0.06%-5.77%0.07%-6.73%6.35%-4.32%-8.75%3.53%5.46%-2.77%-19.60%
2021-0.49%0.62%1.59%4.35%1.62%1.31%1.80%1.27%-3.54%2.94%-1.65%2.97%13.27%

Benchmark Metrics

AB All Market Total Return Portfolio has an annualized alpha of 0.24%, beta of 0.59, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since September 04, 2003.

  • This fund participated in 74.84% of S&P 500 Index downside but only 64.55% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.59 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
0.24%
Beta
0.59
0.87
Upside Capture
64.55%
Downside Capture
74.84%

Expense Ratio

ABWYX has an expense ratio of 0.77%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ABWYX ranks 53 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


ABWYX Risk / Return Rank: 5353
Overall Rank
ABWYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ABWYX Sortino Ratio Rank: 5454
Sortino Ratio Rank
ABWYX Omega Ratio Rank: 5555
Omega Ratio Rank
ABWYX Calmar Ratio Rank: 4747
Calmar Ratio Rank
ABWYX Martin Ratio Rank: 5858
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 AB All Market Total Return Portfolio (ABWYX) and compare them to S&P 500 Index.


ABWYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

2.54

2.69

-0.15

Martin ratioReturn relative to average drawdown

11.11

12.34

-1.24

Dividends

Dividend History

AB All Market Total Return Portfolio provided a 10.52% dividend yield over the last twelve months, with an annual payout of $1.78 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.78$1.78$0.51$0.21$0.41$1.61$0.51$0.51$0.00$0.21$0.47$0.35

Dividend yield

10.52%11.35%3.37%1.47%3.11%9.56%3.11%3.16%0.00%1.40%3.46%2.63%

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.


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$1.78$1.78
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
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$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$1.61

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 AB All Market Total Return 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 All Market Total Return Portfolio was 46.27%, occurring on Mar 9, 2009. Recovery took 536 trading sessions.

The current AB All Market Total Return Portfolio drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.27%Mar 2009
1y 4mo2y 1mo
3y 6moOct 2007 - Apr 2011
COVID crash2020
-26.15%Mar 2020
1mo 2d8mo 16d
9mo 18dFeb 2020 - Dec 2020
Bear market2022
-24.69%Oct 2022
11mo 8d2y 1mo
3y 27dNov 2021 - Dec 2024
2011 correction2011
-16.25%Oct 2011
5mo 4d11mo 16d
1y 4moMay 2011 - Sep 2012
2016 correction2016
-13.56%Feb 2016
8mo 25d10mo 6d
1y 6moMay 2015 - Dec 2016

Drawdown Indicators


ABWYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.27%

-56.78%

+10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-9.10%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-11.02%

-18.90%

+7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-25.43%

+0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-26.15%

-33.92%

+7.77%

Current Drawdown

Current decline from peak

-0.59%

-2.97%

+2.38%

Average Drawdown

Average peak-to-trough decline

-6.01%

-10.72%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.97%

-0.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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