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Lord Abbett Alpha Strategy C (ALFCX)
On
Dec 3
:
17.19
0.12
(0.69%)
MORE ON ALFCX
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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)
:
20.95%
Worst 1 Yr Total Return
(2008)
:
-41.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALFCX
Category
Alpha (against Standard Index)
5.21
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
23.68
24.84
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.62
N/A
5 Years
Statistic
ALFCX
Category
Alpha (against Standard Index)
6.03
1.42
Beta (against Standard Index)
1.18
1.21
Mean Annual Return
5.42
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
ALFCX
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
20.03
20.31
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.01
N/A
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