AB Global Risk Allocation-Moderate Portfolio
Data updated: 2025-11-20
C000154814 — AB Global Risk Allocation-Moderate Portfolio. United States Large Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000154814 Fund Overview
AB Global Risk Allocation-Moderate Portfolio is a US mutual fund managed by Ab Variable Products Series Fund, Inc., categorised as United States Large Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Ab Variable Products Series Fund, Inc.
- Category: United States Large Cap Blend / Core Equity
- Assets under management: $677.55M
- 1-year return: 9.2%
- SEC CIK: 0000825316
- SEC series ID: S000049082
- Share class ID: C000154814
C000154814 Investment Objective and Strategy
AB Global Risk Allocation-Moderate Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Ab Variable Products Series Fund, Inc..
Investment objective
The Portfolio’s investment objective is to seek long term growth of capital while seeking to limit volatility.
Principal investment strategy
"In making decisions on the allocation of assets among ""growth assets"" and ""safety assets"", the Adviser will use a risk-weighted allocation methodology based on the expected ""tail risk"" of each asset class. For purposes of the Portfolio, growth assets include global equities and, at times, high yield fixed-income securities (commonly known as ""junk bonds""), and safety assets include government securities of developed countries. This strategy attempts to provide investors with favorable long-term total return while minimizing exposure to material or ""tail"" losses. To execute this strategy, the percentage loss that will constitute a tail loss is calculated for each asset class based on historical market behavior and on a forward-looking basis through options prices. Portfolio assets are then allocated among asset classes so that growth assets contribute the majority of the expected risk of tail loss (""tail risk"") of the Portfolio, and safety assets contribute a lesser amount of tail risk.
The Adviser will make frequent adjustments to the Portfolio's asset class exposures based on these tail risk determinations. To help limit tail risk, the Portfolio will utilize a risk management strategy involving the purchase of put options and sale of call options on equity indices, equity index futures or exchange-traded funds, or ETFs. The Adviser will on a best efforts basis seek to limit the volatility of the Portfolio to no more than 10% on an annualized basis. Actual results may vary. The Adviser will also assess tail risk on a security, sector and country basis, and make adjustments to the Portfolio's allocations within each asset class when practicable. The Portfolio may invest in fixed-income securities with a range of maturities from short- to long-term. The Adviser expects that the Portfolio's investments in high yield fixed-income securities will not exceed 10% of the Portfolio's net assets.
The Portfolio's investments in each asset class will generally be global in nature. The Adviser expects to utilize a variety of derivatives in its management of the Portfolio, including futures contracts, options, swaps and forwards. Derivatives often provide more efficient and economical exposure to market segments than direct investments, and the Portfolio may utilize derivatives and ETFs to gain exposure to equity and fixed-income asset classes. Because derivatives transactions frequently require cash outlays that are only a small portion of the amount of exposure obtained through the derivative, a portion of the Portfolio's assets may be held in cash or invested in cash equivalents to cover the Portfolio's derivatives obligations, such as short-term U.S. Government and agency securities, repurchase agreements and money market funds.
At times, a combination of direct securities investments and derivatives will be used to gain asset class exposure so that the Portfolio's aggregate exposure will substantially exceed its net assets (i.e., so that the Portfolio is effectively leveraged). Currency exchange rate fluctuations can have a dramatic impact on returns. The Adviser may seek to hedge all or a portion of the currency exposure resulting from Portfolio investments through currency-related derivatives, or decide not to hedge this exposure."
C000154814 Holdings
Top 10 holdings of AB Global Risk Allocation-Moderate Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Alliance Bernstein | 15.14% |
| NVIDIA Corp | 4.71% |
| Microsoft Corp | 3.98% |
| Apple Inc | 3.91% |
| Amazon.com Inc | 2.20% |
| Meta Platforms Inc | 1.65% |
| Broadcom Inc | 1.60% |
| Alphabet Inc | 1.46% |
| Tesla Inc | 1.29% |
| Japan Government Ten Year Bonds | 1.18% |
C000154814 Portfolio Allocation
Asset-class allocation of AB Global Risk Allocation-Moderate Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 79.0% |
| Cash & Equivalents | 15.3% |
| Fixed Income | 2.7% |
| Real Estate | 0.2% |
C000154814 Performance
Total returns for C000154814 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 9.2% |
| 3 years (annualised) | 13.8% |
| 5 years (annualised) | 7.7% |
C000154814 Risk Information
Risk metrics for C000154814, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.1%
C000154814 Costs and Fees
C000154814 costs about $78 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.78%
- Gross expense ratio: 0.82%
- Portfolio turnover: 8%
- Brokerage commissions: 1.70 bps of average net assets (SEC N-CEN)
C000154814 Cashflows
Over the 12 months to 2025-09, AB Global Risk Allocation-Moderate Portfolio had net outflows of $121.79M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2025-09 | −$10.16M |
| 2025-08 | $13.77M |
| 2025-07 | −$10.95M |
| 2025-06 | −$10.07M |
| 2025-05 | −$12.94M |
| 2025-04 | −$11.76M |
C000154814 Debt Constituents
Largest debt holdings of AB Global Risk Allocation-Moderate Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Japan Government Ten Year Bonds | 1.18% |
| Japan Government Twenty Year Bonds | 1.18% |
| Japan Government Thirty Year Bonds | 0.38% |
C000154814 Prospectus and SEC Filings
Official AB Global Risk Allocation-Moderate Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-04-28
- Prospectus (485BPOS) — filed 2024-04-26
- Prospectus (485BPOS) — filed 2023-04-27
- Portfolio holdings (N-PORT) — filed 2025-11-20
- Portfolio holdings (N-PORT) — filed 2025-08-26
- Portfolio holdings (N-PORT) — filed 2025-05-22
- Annual census (N-CEN) — filed 2025-03-05
- Annual census (N-CEN) — filed 2024-03-14
Related Funds
Other United States Large Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.