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Lord Abbett Alpha Strategy C (ALFCX)On Dec 3: 17.19  Down 0.12 (0.69%)  
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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):20.95%
Worst 1 Yr Total Return (2008):-41.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticALFCXCategory
Alpha (against Standard Index)5.211.01
Beta (against Standard Index)1.151.19
Mean Annual Return-4.05-0.48
R-squared (against Standard Index)9087.23
Standard Deviation23.6824.84
Sharpe Ratio-0.16N/A
Treynor Ratio-5.62N/A
5 Years
StatisticALFCXCategory
Alpha (against Standard Index)6.031.42
Beta (against Standard Index)1.181.21
Mean Annual Return5.420.23
R-squared (against Standard Index)8584.16
Standard Deviation20.3921.07
Sharpe Ratio0.22N/A
Treynor Ratio2.03N/A
10 Years
StatisticALFCXCategory
Alpha (against Standard Index)5.727.80
Beta (against Standard Index)1.041.01
Mean Annual Return4.010.68
R-squared (against Standard Index)6964.84
Standard Deviation20.0320.31
Sharpe Ratio0.15N/A
Treynor Ratio1.01N/A

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