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Monday, December 14, 2009, 7:26PM ET - U.S. Markets Closed. Dow  0.28% Nasdaq  0.99%

Lord Abbett Alpha Strategy I (ALFYX)

On Dec 14: 18.76   0.29 (1.57%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 22.14% Worst 1 Yr Total Return (2008): -40.57% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ALFYX Category Alpha (against Standard Index) 4.42 0.16 Beta (against Standard Index) 1.13 1.12 Mean Annual Return -3.13 -0.38 R-squared (against Standard Index) 89 84.86 Standard Deviation 23.69 24.29 Sharpe Ratio -0.11 N/A Treynor Ratio -4.80 N/A 5 Years Statistic ALFYX Category Alpha (against Standard Index) 5.80 -0.01 Beta (against Standard Index) 1.16 1.17 Mean Annual Return 5.73 0.16 R-squared (against Standard Index) 84 80.32 Standard Deviation 20.23 20.99 Sharpe Ratio 0.23 N/A Treynor Ratio 2.37 N/A 10 Years Statistic ALFYX Category Alpha (against Standard Index) 5.63 4.06 Beta (against Standard Index) 1.03 1.16 Mean Annual Return 4.40 0.37 R-squared (against Standard Index) 69 57.27 Standard Deviation 19.92 25.21 Sharpe Ratio 0.17 N/A Treynor Ratio 1.44 N/A
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