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AB All Market Real Return Portfolio (AMTIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US0185283720

Issuer

AllianceBernstein

Inception Date

Mar 7, 2010

Min. Investment

$2,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AMTIX features an expense ratio of 0.86%, falling within the medium range.


Expense ratio chart for AMTIX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%

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.


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.


-4.00%-2.00%0.00%2.00%4.00%Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
3.02%
3.78%
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)

Returns By Period


AMTIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

26.52%

1M

0.66%

6M

12.27%

1Y

30.56%

5Y (annualized)

13.80%

10Y (annualized)

11.69%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.21%1.07%4.47%-1.91%3.10%-1.45%1.58%2.24%6.85%
20235.03%-4.01%-0.35%0.58%-4.75%4.25%4.78%-3.00%-3.10%-2.60%4.98%2.24%3.32%
20220.31%1.34%5.48%-2.50%1.78%-10.48%5.53%-2.57%-9.48%5.12%5.98%-3.20%-4.40%
20210.47%6.12%2.11%5.21%3.41%0.90%1.68%0.97%-1.45%4.60%-4.49%4.86%26.67%
2020-3.68%-8.35%-15.76%7.11%2.89%3.51%4.74%4.79%-4.69%-1.81%9.89%5.15%0.67%
20199.15%0.84%1.31%0.23%-3.98%3.90%-0.82%-2.48%1.58%2.39%-0.00%3.58%16.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMTIX is 5, indicating that it is in the bottom 5% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMTIX is 55
Overall Rank
The Sharpe Ratio Rank of AMTIX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AMTIX is 44
Sortino Ratio Rank
The Omega Ratio Rank of AMTIX is 44
Omega Ratio Rank
The Calmar Ratio Rank of AMTIX is 88
Calmar Ratio Rank
The Martin Ratio Rank of AMTIX is 55
Martin 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 Real Return Portfolio (AMTIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
AMTIX
^GSPC

There is not enough data available to calculate the Sharpe ratio for AB All Market Real Return Portfolio. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
0.78
2.03
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

AB All Market Real Return Portfolio provided a 100.00% dividend yield over the last twelve months, with an annual payout of $9.20 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$9.20$0.35$0.73$0.98$0.29$0.18$0.16$0.32$0.23$0.17

Dividend yield

100.00%4.04%8.59%10.10%3.46%2.09%0.00%0.00%0.00%0.00%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.20$9.20
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$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$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$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$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$0.18
2018$0.16$0.16
2017$0.32$0.32
2016$0.23$0.23
2015$0.17$0.17

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
-4.51%
-0.73%
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)

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 35.50%, occurring on Mar 18, 2020. Recovery took 202 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.5%Jan 21, 202041Mar 18, 2020202Jan 5, 2021243
-20.07%Apr 19, 2022112Sep 27, 2022
-7.08%Oct 26, 202126Dec 1, 202129Jan 12, 202255
-6.78%Apr 11, 201987Aug 14, 201957Nov 4, 2019144
-4.85%Jun 15, 202124Jul 19, 20218Jul 29, 202132

Volatility

Volatility Chart

The current AB All Market Real Return Portfolio volatility is 2.50%, 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%Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08
2.50%
4.36%
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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