Morningstar Fund Report
AB Managed Volatility Equities
Fund Report | Report generated 28 Jan 2021 | 
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Performance
31 Dec 2020
Growth of $10,000
Fund: AB Managed Volatility Equities
Index: S&P/ASX 200 TR AUD
Category: Equity Australia Large Blend
Financial Year Total Returns
| Jun-18 | Jun-19 | Jun-20 | Dec-20 | |
|---|---|---|---|---|
| Fund | 13.83 | 11.85 | -1.60 | 3.74 |
| +/- Cat | 0.66 | 4.62 | 5.90 | -10.11 |
| +/- Index | 0.81 | 0.30 | 6.08 | -9.46 |
Trailing Total Returns
as at 31 Dec 2020| Total Return | +/- Cat | +/- Index | Cat Rank | |
|---|---|---|---|---|
| 1 Month | 1.16 | -0.03 | -0.05 | 179 / 355 |
| 3 Month | 4.32 | -8.67 | -9.38 | 343 / 350 |
| 1 Year | -1.44 | -2.84 | -2.84 | 240 / 342 |
| 3 Year | 7.22 | 1.79 | 0.49 | 58 / 319 |
| 5 Year | 8.97 | 1.56 | 0.25 | 36 / 294 |
Risk Analysis
as at 31 Dec 2020| 3-Year Risk Measures | Fund | Category | Index |
|---|---|---|---|
| Standard Deviation | 11.11 | 18.16 | -- |
| Sharpe Ratio | 0.58 | 0.33 | -- |
| R-Squared | 83.87 | 94.37 | -- |
| Beta | 0.57 | 0.99 | -- |
| Alpha | 2.44 | -1.13 | -- |
Fund Details
| Fund Inception | 31 Mar 2014 |
| Responsible Entity | AllianceBernstein Investment Management |
| Fund Manager | AllianceBernstein Australia Limited |
| Base Currency | $A |
| Net Assets $Mil (as at 25 Jan 2021) |
1,364.62 |
| Minimum Investment $ | 50,000 |
| Regular Savings Plan (Yes/No) |
-- |
| Cash Distributions | Quarterly |
Current Investment Style
as at 30 Nov 2020
Size | Large Style | Blend
Asset Allocation
% as at 30 Nov 2020
| Domestic Equity | 73.620 |
| International Equity | 18.840 |
| Listed Property | 0.000 |
| Unlisted Property | 0.000 |
| Domestic Fixed Interest | 0.000 |
| International Fixed Interest | 0.000 |
| Cash | 7.540 |
| Other | 0.000 |
Morningstar Sustainability Rating 
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Quick Stats
as at 25 Jan 2021
| APIR Code | ACM0006AU |
| Legal Type | Investment Trusts |
| Status | Open |
| Category | Equity Australia Large Blend |
| Entry Price $ | 1.6938 |
| Exit Price $ | 1.6852 |
| Exit Price 1 Week Change $ |
0.0378 |
Morningstar Ratings
| Overall |
|
| 3 Year |
|
| 5 Year |
|
| 10 Year |
Fees & Expenses
One-Time
| Entry Fee/Contribution Fee | 0.00% |
| Exit Fee/Withdrawal Fee | 0.00% |
| Buy/Sell Spread | 0.5068 |
Annual
| ICR pa (30 Jun 2020) | 0.5500 |
| Max Management Fee pa |
0.55% |
| Max Admin Fee pa |
0.00% |
| Performance Fee pa (30 Jun 2020) |
0.00% |
| Max Brokerage | 0.0000 |