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

Fund Info

ISINUS0185283720
IssuerAllianceBernstein
Inception DateMar 7, 2010
CategoryGlobal Equities
Min. Investment$2,000,000
Asset ClassEquity

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.


0.50%1.00%1.50%2.00%0.86%

Share Price Chart


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AB All Market Real Return Portfolio

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.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
46.02%
360.73%
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date3.25%10.16%
1 month4.59%3.47%
6 months9.05%22.20%
1 year9.57%30.45%
5 years (annualized)6.59%13.16%
10 years (annualized)1.87%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMTIX
AB All Market Real Return Portfolio
0.83
^GSPC
S&P 500
2.79

Sharpe Ratio

The current AB All Market Real Return Portfolio Sharpe ratio is 0.83. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.83
2.79
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-6.34%
0
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 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, 20112234Mar 18, 2020286May 6, 20212520
-20.07%Apr 19, 2022112Sep 27, 2022
-14.92%Apr 15, 201037Jun 7, 201077Sep 24, 2010114
-7.08%Oct 26, 202126Dec 1, 202129Jan 12, 202255
-6.47%Mar 7, 20118Mar 16, 201111Mar 31, 201119

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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
2.37%
2.80%
AMTIX (AB All Market Real Return Portfolio)
Benchmark (^GSPC)