• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.27% Nasdaq Down0.39%

    Lord Abbett Multi-Asset Balanced Opp A (LABFX)

    11.08 Down 0.02(0.18%) Oct 27

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up16
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):31.96%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.490.00
    Beta (against Standard Index)1.191.04
    Mean Annual Return0.400.46
    R-squared (against Standard Index)97.0190.52
    Standard Deviation8.037.30
    Sharpe Ratio0.590.76
    Treynor Ratio3.785.23
    5 Years
    Alpha (against Standard Index)-0.870.36
    Beta (against Standard Index)1.241.03
    Mean Annual Return0.810.76
    R-squared (against Standard Index)97.1491.84
    Standard Deviation9.077.80
    Sharpe Ratio1.051.18
    Treynor Ratio7.718.92
    10 Years
    Alpha (against Standard Index)-1.40-0.80
    Beta (against Standard Index)1.201.07
    Mean Annual Return0.480.47
    R-squared (against Standard Index)96.5293.59
    Standard Deviation12.1010.92
    Sharpe Ratio0.400.45
    Treynor Ratio3.584.15