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Monday, December 7, 2009, 7:20PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
Lord Abbett Alpha Strategy A (ALFAX)On Dec 7: 18.46  Up 0.01 (0.05%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):21.71%
Worst 1 Yr Total Return (2008):-40.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticALFAXCategory
Alpha (against Standard Index)5.861.01
Beta (against Standard Index)1.151.19
Mean Annual Return-3.43-0.48
R-squared (against Standard Index)9087.23
Standard Deviation23.6924.84
Sharpe Ratio-0.13N/A
Treynor Ratio-5.08N/A
5 Years
StatisticALFAXCategory
Alpha (against Standard Index)6.671.42
Beta (against Standard Index)1.181.21
Mean Annual Return6.100.23
R-squared (against Standard Index)8584.16
Standard Deviation20.3921.07
Sharpe Ratio0.25N/A
Treynor Ratio2.60N/A
10 Years
StatisticALFAXCategory
Alpha (against Standard Index)6.367.80
Beta (against Standard Index)1.041.01
Mean Annual Return4.680.68
R-squared (against Standard Index)6964.84
Standard Deviation20.0420.31
Sharpe Ratio0.18N/A
Treynor Ratio1.65N/A

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