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Lord Abbett Intermediate Tax Free A (LISAX)

10.63 Up 0.02(0.19%) Mar 22

Risk as of Feb 27, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up10
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):12.09%
Worst 1 Yr Total Return(Dec 30, 2013):-2.84%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLISAXCategory
Alpha (against Standard Index)-0.57-0.60
Beta (against Standard Index)0.980.91
Mean Annual Return0.240.22
R-squared (against Standard Index)95.8194.03
Standard Deviation3.273.07
Sharpe Ratio0.830.79
Treynor Ratio2.762.66
5 Years
StatisticLISAXCategory
Alpha (against Standard Index)-0.37-0.53
Beta (against Standard Index)0.970.95
Mean Annual Return0.220.20
R-squared (against Standard Index)96.5994.62
Standard Deviation3.593.52
Sharpe Ratio0.700.64
Treynor Ratio2.552.33
10 Years
StatisticLISAXCategory
Alpha (against Standard Index)0.16-0.51
Beta (against Standard Index)0.940.92
Mean Annual Return0.350.29
R-squared (against Standard Index)94.0091.76
Standard Deviation4.404.35
Sharpe Ratio0.810.66
Treynor Ratio3.823.12