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AB All Market Total Return Portfolio (ABWYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

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

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ABWYX has a high expense ratio of 0.77%, indicating higher-than-average management fees.


Expense ratio chart for ABWYX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

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 All Market Total Return Portfolio

Performance

Performance Chart

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.


150.00%200.00%250.00%300.00%350.00%2024FebruaryMarchAprilMayJune
161.74%
379.70%
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)

S&P 500

Returns By Period

AB All Market Total Return Portfolio had a return of 3.82% year-to-date (YTD) and 11.52% in the last 12 months. Over the past 10 years, AB All Market Total Return Portfolio had an annualized return of 3.60%, while the S&P 500 had an annualized return of 10.77%, indicating that AB All Market Total Return Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.82%12.69%
1 month0.74%2.92%
6 months7.34%15.76%
1 year11.52%23.89%
5 years (annualized)3.44%13.23%
10 years (annualized)3.60%10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.28%1.46%2.61%-3.48%2.43%3.82%
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%3.54%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%
20200.19%-4.74%-14.02%5.41%3.40%1.82%4.26%2.70%-1.48%-0.98%6.77%3.49%5.11%
20196.31%1.30%1.62%1.66%-1.57%3.98%0.51%0.32%0.89%0.81%0.31%2.22%19.72%
20181.47%-3.30%0.55%0.54%0.54%-0.74%1.15%-0.27%-0.20%-4.51%0.35%-3.30%-7.64%
20171.84%1.81%0.64%0.99%1.47%-0.21%1.17%1.09%-0.13%0.81%1.14%0.33%11.49%
2016-3.55%-0.39%4.88%0.98%0.59%-0.07%2.59%0.36%0.50%-1.64%0.73%1.20%6.10%
2015-0.22%3.49%-0.49%0.92%0.56%-1.53%0.21%-4.30%-2.14%4.44%-0.29%-1.88%-1.52%
2014-2.15%3.78%0.08%0.66%1.95%1.49%-1.33%2.06%-2.71%1.28%0.85%-1.11%4.75%
20132.78%-0.00%1.64%1.58%-0.16%-2.41%3.50%-1.62%3.75%2.72%0.95%1.11%14.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABWYX is 54, 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 ABWYX is 5454
ABWYX (AB All Market Total Return Portfolio)
The Sharpe Ratio Rank of ABWYX is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of ABWYX is 5757Sortino Ratio Rank
The Omega Ratio Rank of ABWYX is 5656Omega Ratio Rank
The Calmar Ratio Rank of ABWYX is 4141Calmar Ratio Rank
The Martin Ratio Rank of ABWYX is 5757Martin 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 All Market Total Return Portfolio (ABWYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABWYX
Sharpe ratio
The chart of Sharpe ratio for ABWYX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for ABWYX, currently valued at 2.13, compared to the broader market0.005.0010.002.13
Omega ratio
The chart of Omega ratio for ABWYX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for ABWYX, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.58
Martin ratio
The chart of Martin ratio for ABWYX, currently valued at 4.60, compared to the broader market0.0020.0040.0060.0080.004.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current AB All Market Total Return Portfolio Sharpe ratio is 1.46. 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 All Market Total Return 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
1.46
2.21
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

AB All Market Total Return Portfolio granted a 1.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.21 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.21$0.21$0.41$1.61$0.51$0.51$0.00$0.21$0.47$0.35$0.36$0.50

Dividend yield

1.42%1.47%3.11%9.56%3.11%3.16%0.00%1.40%3.46%2.63%2.58%3.68%

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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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
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$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$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$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$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$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$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$0.36
2013$0.11$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.37$0.50

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-7.43%
0
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)

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 7.43%.


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

Volatility Chart

The current AB All Market Total Return Portfolio volatility is 2.34%, 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
2.34%
2.41%
ABWYX (AB All Market Total Return Portfolio)
Benchmark (^GSPC)