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    More On LWSAX

    Lord Abbett Multi-Asset Growth A (LWSAX)

    17.36 Down 0.01(0.06%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):34.86%
    Worst 1 Yr Total Return(Dec 30, 2008):-33.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.25-0.98
    Beta (against Standard Index)1.281.28
    Mean Annual Return0.510.44
    R-squared (against Standard Index)93.1289.54
    Standard Deviation8.788.96
    Sharpe Ratio0.680.59
    Treynor Ratio4.463.91
    5 Years
    Alpha (against Standard Index)-0.11-0.48
    Beta (against Standard Index)1.311.26
    Mean Annual Return0.750.69
    R-squared (against Standard Index)94.3990.54
    Standard Deviation8.928.79
    Sharpe Ratio1.000.94
    Treynor Ratio6.746.48
    10 Years
    Alpha (against Standard Index)-1.20-2.24
    Beta (against Standard Index)1.371.34
    Mean Annual Return0.530.43
    R-squared (against Standard Index)96.8494.25
    Standard Deviation13.8313.68
    Sharpe Ratio0.410.33
    Treynor Ratio3.532.75