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Wednesday, December 16, 2009, 8:57PM ET - U.S. Markets Closed. Dow  0.10% Nasdaq  0.27%

Lord Abbett Alpha Strategy R3 (ALFRX)

On Dec 16: 18.62   0.12 (0.65%)

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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): -40.84% Worst 1 Yr Total Return (2008): -40.84% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ALFRX Category Alpha (against Standard Index) 3.95 0.16 Beta (against Standard Index) 1.13 1.12 Mean Annual Return -3.61 -0.38 R-squared (against Standard Index) 89 84.86 Standard Deviation 23.72 24.29 Sharpe Ratio -0.13 N/A Treynor Ratio -5.21 N/A 5 Years Statistic ALFRX Category Alpha (against Standard Index) 5.29 -0.01 Beta (against Standard Index) 1.16 1.17 Mean Annual Return 5.19 0.16 R-squared (against Standard Index) 84 80.32 Standard Deviation 20.23 20.99 Sharpe Ratio 0.21 N/A Treynor Ratio 1.90 N/A 10 Years Statistic ALFRX Category Alpha (against Standard Index) 5.30 4.06 Beta (against Standard Index) 1.03 1.16 Mean Annual Return 4.06 0.37 R-squared (against Standard Index) 69 57.27 Standard Deviation 19.92 25.21 Sharpe Ratio 0.16 N/A Treynor Ratio 1.10 N/A
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