AB All Market Real Return Portfolio (AMTIX)
The managers expect to invest the fund's assets principally in the following instruments that, in the judgment of the Adviser, are affected directly or indirectly by the level and change in rate of inflation: inflation-indexed fixed-income securities, such as TIPS and similar bonds issued by governments outside of the United States; commodities; commodity-related equity securities; real estate equity securities; inflation sensitive equity securities; securities and derivatives linked to the price of other assets; and currencies. It is non-diversified.
Fund Info
ISIN | US0185283720 |
---|---|
Issuer | AllianceBernstein |
Inception Date | Mar 7, 2010 |
Category | Global Equities |
Min. Investment | $2,000,000 |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The AB All Market Real Return Portfolio has a high expense ratio of 0.86%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AB All Market Real 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.
Returns By Period
AB All Market Real Return Portfolio had a return of 3.25% year-to-date (YTD) and 9.57% in the last 12 months. Over the past 10 years, AB All Market Real Return Portfolio had an annualized return of 1.87%, while the S&P 500 had an annualized return of 10.89%, indicating that AB All Market Real Return Portfolio did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.25% | 10.16% |
1 month | 4.59% | 3.47% |
6 months | 9.05% | 22.20% |
1 year | 9.57% | 30.45% |
5 years (annualized) | 6.59% | 13.16% |
10 years (annualized) | 1.87% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.21% | 1.07% | ||||||||||
2023 | -3.00% | -3.10% | -2.60% | 9.34% | -0.35% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for AB All Market Real Return Portfolio (AMTIX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AB All Market Real Return Portfolio | 0.83 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
AB All Market Real Return Portfolio granted a 3.91% dividend yield in the last twelve months. The annual payout for that period amounted to $0.35 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.35 | $0.35 | $0.73 | $0.98 | $0.29 | $0.18 | $0.16 | $0.32 | $0.23 | $0.17 | $0.27 | $0.19 |
Dividend yield | 3.91% | 4.04% | 8.59% | 10.10% | 3.46% | 2.09% | 2.04% | 3.54% | 2.72% | 2.28% | 2.86% | 1.74% |
Monthly Dividends
The table displays the monthly dividend distributions for AB All Market Real Return Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $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 | $0.35 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
2013 | $0.19 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AB All Market Real 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 Real Return Portfolio was 44.90%, occurring on Mar 18, 2020. Recovery took 286 trading sessions.
The current AB All Market Real Return Portfolio drawdown is 6.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-44.9% | May 2, 2011 | 2234 | Mar 18, 2020 | 286 | May 6, 2021 | 2520 |
-20.07% | Apr 19, 2022 | 112 | Sep 27, 2022 | — | — | — |
-14.92% | Apr 15, 2010 | 37 | Jun 7, 2010 | 77 | Sep 24, 2010 | 114 |
-7.08% | Oct 26, 2021 | 26 | Dec 1, 2021 | 29 | Jan 12, 2022 | 55 |
-6.47% | Mar 7, 2011 | 8 | Mar 16, 2011 | 11 | Mar 31, 2011 | 19 |
Volatility
Volatility Chart
The current AB All Market Real Return Portfolio volatility is 2.37%, 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.