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ISIN
US0189144084
Inception Date
Mar 29, 2001
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

ABYSX Performance Chart

AB Discovery Value Fund (ABYSX) is up 16.7% since the beginning of the year. ABYSX is currently trading at $24 per share. Investors who bought $1,000 worth of ABYSX shares 5 years ago would now be looking at an investment worth $1,354.


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S&P 500 Index

Returns By Period

AB Discovery Value Fund (ABYSX) has returned 16.69% so far this year and 24.94% over the past 12 months. Over the last ten years, ABYSX has returned 9.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


AB Discovery Value Fund

1D
0.00%
1M
7.02%
YTD
16.69%
6M
15.53%
1Y
24.94%
3Y*
13.55%
5Y*
6.25%
10Y*
9.42%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABYSX Monthly Returns History

Based on dividend-adjusted daily data since Mar 29, 2001, ABYSX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +20.4%, while the worst month was Mar 2020 at -25.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ABYSX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.31%3.64%-6.25%8.19%0.56%3.83%16.69%
20253.95%-4.02%-5.59%-4.39%4.49%4.10%1.71%4.29%-1.88%-1.50%2.31%0.10%2.84%
2024-2.16%3.68%5.55%-6.86%5.15%-2.28%7.78%-0.61%0.49%-1.76%9.56%-7.49%9.84%
202311.06%-2.18%-5.95%-1.50%-3.14%9.57%5.08%-3.34%-6.05%-5.57%10.00%10.55%17.04%
2022-3.97%-0.08%-1.20%-7.84%2.64%-10.52%10.17%-3.61%-9.58%10.14%3.86%-4.81%-16.10%
20211.19%12.87%5.89%5.52%2.62%-3.17%-1.02%2.81%-2.26%3.90%-2.04%5.68%35.67%

Benchmark Metrics

AB Discovery Value Fund has an annualized alpha of 2.36%, beta of 1.07, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since March 29, 2001.

  • This fund captured 117.53% of S&P 500 Index gains and 105.74% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.07 and R2 of 0.80, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.36%
Beta
1.07
0.80
Upside Capture
117.53%
Downside Capture
105.74%

Expense Ratio

ABYSX has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ABYSX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ABYSX Risk / Return Rank: 3838
Overall Rank
ABYSX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ABYSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ABYSX Omega Ratio Rank: 3232
Omega Ratio Rank
ABYSX Calmar Ratio Rank: 4646
Calmar Ratio Rank
ABYSX Martin Ratio Rank: 3838
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 Discovery Value Fund (ABYSX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABYSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.52

2.71

-0.19

Martin ratioReturn relative to average drawdown

8.03

12.15

-4.12

Dividends

Dividend History

AB Discovery Value Fund provided a 5.15% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.26$1.26$3.04$1.39$1.54$2.46$0.16$0.85$2.18$1.52$0.81$1.19

Dividend yield

5.15%6.00%14.12%6.27%7.61%9.48%0.77%4.15%12.31%6.54%3.67%6.50%

Monthly Dividends

The table displays the monthly dividend distributions for AB Discovery Value Fund. 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$1.26$1.26
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.04$3.04
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$1.39
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.54$1.54
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.46$2.46

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 Discovery Value Fund. 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 Discovery Value Fund was 60.01%, occurring on Mar 9, 2009. Recovery took 284 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.01%Mar 2009
1y 7mo1y 1mo
2y 9moJul 2007 - Apr 2010
COVID crash2020
-48.86%Mar 2020
1y 6mo9mo 24d
2y 4moAug 2018 - Jan 2021
Dot-com crash2000–2002
-33.56%Oct 2002
5mo 25d10mo 24d
1y 4moApr 2002 - Aug 2003
2011 bear market2011
-30.14%Oct 2011
5mo 4d1y 2mo
1y 7moMay 2011 - Dec 2012
2025 selloff2025
-24.81%Apr 2025
4mo 13d9mo 11d
1y 1moNov 2024 - Jan 2026

Drawdown Indicators


ABYSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.01%

-56.78%

-3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-9.10%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-24.81%

-18.90%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-25.43%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-33.92%

-14.94%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-8.69%

-10.72%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.02%

+1.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ABYSX

Add AB Discovery Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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