Morningstar Fund Report
AB Managed Volatility Equities
Fund Report | Report generated 22 Oct 2021 | 
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Performance
30 Sep 2021
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-19 | Jun-20 | Jun-21 | Sep-21 | |
|---|---|---|---|---|
| Fund | 11.85 | -1.60 | 12.23 | 2.86 |
| +/- Cat | 4.62 | 5.90 | -16.29 | 0.16 |
| +/- Index | 0.30 | 6.08 | -15.57 | 1.15 |
Trailing Total Returns
as at 30 Sep 2021| Total Return | +/- Cat | +/- Index | Cat Rank | |
|---|---|---|---|---|
| 1 Month | -2.89 | -1.45 | -1.04 | 303 / 323 |
| 3 Month | 2.86 | 0.16 | 1.15 | 106 / 320 |
| 1 Year | 16.08 | -14.91 | -14.47 | 299 / 308 |
| 3 Year | 8.20 | -0.73 | -1.45 | 159 / 283 |
| 5 Year | 9.39 | -0.32 | -1.03 | 140 / 254 |
Risk Analysis
as at 30 Sep 2021| 3-Year Risk Measures | Fund | Category | Index |
|---|---|---|---|
| Standard Deviation | 11.81 | 18 | 17.61 |
| Sharpe Ratio | 0.67 | 0.53 | 0.58 |
| R-Squared | 74.78 | 93.52 | -- |
| Beta | 0.58 | 0.99 | -- |
| Alpha | 2.01 | -0.69 | -- |
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 19 Oct 2021) |
1,549.05 |
| Minimum Investment $ | 50,000 |
| Regular Savings Plan (Yes/No) |
-- |
| Cash Distributions | Quarterly |
Current Investment Style
as at 30 Sep 2021
Size | Large Style | Blend
Asset Allocation
% as at 30 Sep 2021
| Domestic Equity | 77.990 |
| International Equity | 19.399 |
| Listed Property | 0.000 |
| Unlisted Property | 0.000 |
| Domestic Fixed Interest | 0.000 |
| International Fixed Interest | 0.000 |
| Cash | 2.611 |
| Other | 0.000 |
Morningstar Sustainability Rating 
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Quick Stats
as at 20 Oct 2021
| APIR Code | ACM0006AU |
| Legal Type | Investment Trusts |
| Status | Open |
| Category | Equity Australia Large Blend |
| Entry Price $ | 1.7823 |
| Exit Price $ | 1.7733 |
| Exit Price 1 Week Change $ |
0.0062 |
Morningstar Ratings
| Overall |
|
| 3 Year |
|
| 5 Year |
|
| 10 Year |
Prosective Fees & Costs
as at 19 Mar 2021
| Total Cost Ratio (Prospective) | 0.55% |
| Investment Management Fee | 0.55% |
| Performance Fee Costs | 0.00% |
| Administration Fees & Costs | -- |
| Buy Spread/Sell Spread | 0.25% / 0.25% |