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Lord Abbett Alpha Strategy F (ALFFX)

On Dec 17: 18.52   0.21 (1.12%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -40.63% Worst 1 Yr Total Return (2008): -40.63% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ALFFX Category Alpha (against Standard Index) 4.29 0.16 Beta (against Standard Index) 1.13 1.12 Mean Annual Return -3.27 -0.38 R-squared (against Standard Index) 89 84.86 Standard Deviation 23.70 24.29 Sharpe Ratio -0.11 N/A Treynor Ratio -4.91 N/A 5 Years Statistic ALFFX Category Alpha (against Standard Index) 5.56 -0.01 Beta (against Standard Index) 1.16 1.17 Mean Annual Return 5.47 0.16 R-squared (against Standard Index) 84 80.32 Standard Deviation 20.22 20.99 Sharpe Ratio 0.22 N/A Treynor Ratio 2.15 N/A 10 Years Statistic ALFFX Category Alpha (against Standard Index) 5.51 4.06 Beta (against Standard Index) 1.03 1.16 Mean Annual Return 4.28 0.37 R-squared (against Standard Index) 69 57.27 Standard Deviation 19.92 25.21 Sharpe Ratio 0.17 N/A Treynor Ratio 1.32 N/A
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