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Lord Abbett Alpha Strategy B (ALFBX)
On
Dec 7
:
17.56
0.02
(0.11%)
MORE ON ALFBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.97%
Worst 1 Yr Total Return
(2008)
:
-41.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALFBX
Category
Alpha (against Standard Index)
5.23
1.01
Beta (against Standard Index)
1.15
1.19
Mean Annual Return
-4.05
-0.48
R-squared (against Standard Index)
90
87.23
Standard Deviation
23.70
24.84
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.61
N/A
5 Years
Statistic
ALFBX
Category
Alpha (against Standard Index)
6.04
1.42
Beta (against Standard Index)
1.18
1.21
Mean Annual Return
5.43
0.23
R-squared (against Standard Index)
85
84.16
Standard Deviation
20.39
21.07
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.03
N/A
10 Years
Statistic
ALFBX
Category
Alpha (against Standard Index)
5.72
7.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
4.01
0.68
R-squared (against Standard Index)
69
64.84
Standard Deviation
20.05
20.31
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.00
N/A
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