AllianceBernstein Holding L.P.

10-Year Study

AB.US · Financial Services · US · Common Stock

Executive Summary: AllianceBernstein Holding L.P. has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 41.9% and an annualized volatility of 39.4%.

1Y CAGR
+3.6%
3Y CAGR
+12.7%
5Y CAGR
+5.1%
10Y CAGR
+14.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
41.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +56.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.6-5.5-4.63.4————————3.0%
20258.0-3.31.72.83.42.2-0.1-1.1-3.45.25.0-6.913.4%
20248.1-3.19.3-3.62.40.74.4-0.31.36.2-0.02.330.4%
202310.34.2-5.9-4.41.5-7.50.1-1.9-2.0-5.33.17.2-2.3%
2022-3.9-1.84.9-15.39.2-2.36.0-0.7-18.67.39.2-14.8-23.5%
20214.76.19.47.86.33.43.710.5-5.313.7-9.7-2.656.3%
20208.2-4.9-38.926.09.79.16.50.3-5.110.09.76.023.0%
201911.6-2.4-0.82.1-6.39.31.5-4.43.80.00.84.519.9%
20189.00.50.91.37.10.75.81.71.3-5.17.0-9.621.0%
2017-0.44.3-3.60.20.64.94.7-3.33.66.4-1.40.216.8%
2016———0.31.9-0.92.8-6.94.2-4.45.93.86.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.2% of variance. Idiosyncratic stock-specific factors contribute 14.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110025.68397543272
2016-05-0110211.35982945028
2016-06-0110120.196944317548
2016-07-0110406.781381655754
2016-08-019683.873915029693
2016-09-0110086.493071417695
2016-10-019644.078980762399
2016-11-0110213.796253997258
2016-12-0110597.939190904015
2017-01-0110552.763819095477
2017-02-0111009.593421653723
2017-03-0110614.689609664483
2017-04-0110637.937160550226
2017-05-0110704.938835592102
2017-06-0111227.044312471447
2017-07-0111749.251307040251
2017-08-0111356.479366529617
2017-09-0111768.133597279326
2017-10-0112518.856910816708
2017-11-0112348.916298665043
2017-12-0112373.585097203186
2018-01-0113485.000761382671
2018-02-0113547.840211156794
2018-03-0113675.244911425816
2018-04-0113853.509974112989
2018-05-0114841.987716359577
2018-06-0114946.652454190144
2018-07-0115810.466473783055
2018-08-0116084.361199939089
2018-09-0116298.462007004719
2018-10-0115474.138368610731
2018-11-0116561.900411146642
2018-12-0114977.513831785189
2019-01-0116715.395157606214
2019-02-0116312.47144814984
2019-03-0116178.062027308257
2019-04-0116525.252525252523
2019-05-0115483.274960661895
2019-06-0116923.912491751686
2019-07-0117180.143139942138
2019-08-0116416.52707984366
2019-09-0117037.612303943963
2019-10-0117043.50032993249
2019-11-0117185.82813055175
2019-12-0117951.06847368154
2020-01-0119428.25237297599
2020-02-0118478.554388102126
2020-03-0111296.177858991929
2020-04-0114231.15577889447
2020-05-0115615.146439267042
2020-06-0117034.769808639157
2020-07-0118146.083955129183
2020-08-0118197.248870615706
2020-09-0117271.10298969595
2020-10-0118999.94924115527
2020-11-0120837.114867265624
2020-12-0122079.386833155677
2021-01-0123112.430841074056
2021-02-0124531.546621998885
2021-03-0126833.054159687323
2021-04-0128926.55195167758
2021-05-0130752.855185015986
2021-06-0131797.77676260088
2021-07-0132965.63626211867
2021-08-0136418.86198670119
2021-09-0134478.65590579158
2021-10-0139214.35460128928
2021-11-0135408.35490584234
2021-12-0134504.03532815593
2022-01-0133168.874676412364
2022-02-0132581.290289833003
2022-03-0134165.27079843663
2022-04-0128926.45043398812
2022-05-0131599.309679711685
2022-06-0130886.249428962994
2022-07-0132728.38942185676
2022-08-0132512.05522562307
2022-09-0126459.469062484135
2022-10-0128398.964519567533
2022-11-0131004.21298411248
2022-12-0126409.21780620273
2023-01-0129129.38429521344
2023-02-0130364.24546977311
2023-03-0128581.79787828029
2023-04-0127330.998426475813
2023-05-0127733.922135932185
2023-06-0125652.09887822953
2023-07-0125675.95553525202
2023-08-0125176.1839500533
2023-09-0124672.148621897362
2023-10-0123355.15963656667
2023-11-0124075.732196335215
2023-12-0125805.49210699964
2024-01-0127901.223288157962
2024-02-0127038.525963149077
2024-03-0129566.214912948577
2024-04-0128502.411045124612
2024-05-0129193.84802801888
2024-06-0129402.66991523273
2024-07-0130707.882848586367
2024-08-0130604.33480533983
2024-09-0131004.21298411248
2024-10-0132923.70945637277
2024-11-0132907.56814374904
2024-12-0133651.48977209279
2025-01-0136346.17532104969
2025-02-0135164.40789807624
2025-03-0135771.382163341965
2025-04-0136789.09700015227
2025-05-0138031.06441297396
2025-06-0138868.78838637633
2025-07-0138830.719252829804
2025-08-0138397.238718846755
2025-09-0137077.91482665855
2025-10-0139018.12090756815
2025-11-0140951.22075021572
2025-12-0138145.779402060805
2026-01-0142170.44820059895
2026-02-0139855.84488097051
2026-03-0138008.222932846045
2026-04-0139297.49758895487
Annual Return Matrix
YearAnnual Return
20170.16754633842616973
20180.21044254467289125
20190.1985345949463182
20200.22997619141873127
20210.5627261567038937
2022-0.23460495113009816
2023-0.022860415769727527
20240.3040437141272321
20250.13355395735540765
20260.030192545674708304
Total Factor Risk
0.3943970530091539
VTI.US Exposure
0.34485316219245127
VEA.US Exposure
0.09828214260280344
VWO.US Exposure
-0.008238935094789717
QQQ.US Exposure
-0.07036068989076963
VTV.US Exposure
-0.06432928526868786
IJR.US Exposure
0.0292014856972555
QUAL.US Exposure
0.0008519911192387081
SHV.US Exposure
0.5320670156732228
TLT.US Exposure
-0.009970253492428633
LQD.US Exposure
0.02540688448302621
HYG.US Exposure
-0.01361589946408308
GLD.US Exposure
-0.0035030092846321872
USO.US Exposure
0.0008477067267457485
VNQ.US Exposure
0.01110673055463912
BTC-USD.CC Exposure
-0.0029947968267550265
CPER.US Exposure
-0.002689007438941949
VIX.INDX Exposure
-0.026663200655274572
UUP.US Exposure
0.0012532638095555482
TIP.US Exposure
0.014104795685042451
Idiosyncratic Exposure
0.14438989887238188
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.90%
Market Cap$3.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$975
Avg Yield on Cost
9.75%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$974.579.75%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AllianceBernstein Holding L.P. a high-risk investment?

AllianceBernstein Holding L.P. (AB.US) has an annualized volatility of 39.4% and experienced a maximum drawdown of 41.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AB.US?

Over the past 10 years, AB.US has generated a Compound Annual Growth Rate (CAGR) of 14.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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