AB TAX-AWARE SHORT DURATION ETF ETFs

Key Data

AllianceBernstein

N/A

127.13 M

USD

09/13/2022

Yes

Muni National Short

United States

State Street Bank & Trust Co

US00039J2024

TAFI

Performance

Name	%
High 1 Year	134.41
Volatility 1 Year	27.71
Sharpe Ratio 1 Year	-0.23
Maximum Loss 1 Year	-19.52

Name	%
Alpha 1 Year	-0.14
Alpha 10 Years	-0.06
Alpha 3 Years	-0.18
Alpha 5 Years	-0.10
Average Gain 1 Year	5.41
Average Gain 10 Years	3.33
Average Gain 3 Years	4.42
Average Gain 5 Years	3.98
Average Loss 1 Year	-5.34
Average Loss 10 Years	-3.67
Average Loss 3 Years	-5.17
Average Loss 5 Years	-4.36
Batting Average 1 Year	16.67
Batting Average 10 Years	25.83
Batting Average 3 Years	11.11
Batting Average 5 Years	23.33
Beta 1 Year	1.00
Beta 10 Years	1.00
Beta 3 Years	1.00
Beta 5 Years	1.00
Capture Ratio Down 1 Year	100.13
Capture Ratio Down 10 Years	100.20
Capture Ratio Down 3 Years	100.28
Capture Ratio Down 5 Years	100.19
Capture Ratio Up 1 Year	99.70
Capture Ratio Up 10 Years	99.88
Capture Ratio Up 3 Years	99.67
Capture Ratio Up 5 Years	99.78
Correlation 1 Year	100.00
Correlation 10 Years	100.00
Correlation 3 Years	100.00
Correlation 5 Years	100.00
High 1 Year	134.41
Information Ratio 1 Year	-3.28
Information Ratio 10 Years	-0.82
Information Ratio 3 Years	-5.00
Information Ratio 5 Years	-1.59
Low 1 Year	104.10
Maximum Loss 1 Year	-19.52
Maximum Loss 10 Years	-27.27
Maximum Loss 3 Years	-27.27
Maximum Loss 5 Years	-27.27
Risk adjusted Return 10 Years	5.83
Risk adjusted Return 3 Years	-0.89
Risk adjusted Return 5 Years	0.91
Risk adjusted Return Since Inception	3.01
R-Squared (R²) 1 Year	100.00
R-Squared (R²) 10 Years	100.00
R-Squared (R²) 3 Years	100.00
R-Squared (R²) 5 Years	100.00
Sharpe Ratio 1 Year	-0.23
Sharpe Ratio 10 Years	0.36
Sharpe Ratio 3 Years	0.31
Sharpe Ratio 5 Years	0.14
Sortino Ratio 1 Year	0.05
Sortino Ratio 10 Years	0.89
Sortino Ratio 3 Years	0.65
Sortino Ratio 5 Years	0.55
Tracking Error 1 Year	0.04
Tracking Error 10 Years	0.08
Tracking Error 3 Years	0.04
Tracking Error 5 Years	0.07
Trailing Return 1 Month	-0.69
Trailing Return 1 Year	-6.82
Trailing Return 10 Years	5.85
Trailing Return 2 Months	9.76
Trailing Return 2 Years	-3.56
Trailing Return 3 Months	10.67
Trailing Return 3 Years	5.92
Trailing Return 4 Years	4.95
Trailing Return 5 Years	2.24
Trailing Return 6 Months	17.82
Trailing Return 6 Years	5.71
Trailing Return 7 Years	6.52
Trailing Return 8 Years	4.11
Trailing Return 9 Months	1.47
Trailing Return 9 Years	3.25
Trailing Return Since Inception	2.40
Trailing Return YTD - Year to Date	9.76
Treynor Ratio 1 Year	-1.66
Treynor Ratio 10 Years	8.35
Treynor Ratio 3 Years	7.46
Treynor Ratio 5 Years	5.50
Volatility 1 Year	27.71
Volatility 10 Years	17.82
Volatility 3 Years	24.85
Volatility 5 Years	21.49

Sustainability Rating

High

Fixed Income

Investment Policy

The investment seeks to provide relative stability of principal and a moderate rate of after-tax return and income. The fund is an actively-managed exchange-traded fund (“ETF”). It pursues its objective by investing principally in a national portfolio of both municipal and taxable fixed-income securities. The fund invests, under normal circumstances, at least 80% of its total assets in municipal securities that pay interest that is exempt from federal income tax. These securities may pay interest that is subject to the federal alternative minimum tax for certain taxpayers.

Name	1y Perf.
PIMCO Short Duration Municipal Income Fund Class A	0.00
Nuveen Short Term Municipal Bond Fund Class I	0.02
Bernstein Short Duration Diversified Municipal Portfolio	0.02
Columbia Short Duration Municipal Bond Fund Class A	0.03
BlackRock Short-Term Municipal Fund Investor A1 Shares	0.04

Name

1y Perf.

PIMCO Short Duration Municipal Income Fund Class A

0.00

Nuveen Short Term Municipal Bond Fund Class I

0.02

Bernstein Short Duration Diversified Municipal Portfolio

0.02

Columbia Short Duration Municipal Bond Fund Class A

0.03

BlackRock Short-Term Municipal Fund Investor A1 Shares

0.04