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Lord Abbett CA Tax-Free Income C (CALAX)
On
Dec 4
:
9.84
0.01
(0.10%)
MORE ON CALAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
3.67%
Worst 1 Yr Total Return
(2008)
:
-13.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CALAX
Category
Alpha (against Standard Index)
-4.32
-2.83
Beta (against Standard Index)
1.43
1.27
Mean Annual Return
0.33
0.16
R-squared (against Standard Index)
87
86.16
Standard Deviation
9.28
8.45
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-1.47
N/A
5 Years
Statistic
CALAX
Category
Alpha (against Standard Index)
-2.89
-1.51
Beta (against Standard Index)
1.38
1.22
Mean Annual Return
1.51
0.25
R-squared (against Standard Index)
86
86.64
Standard Deviation
7.36
6.60
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-1.09
N/A
10 Years
Statistic
CALAX
Category
Alpha (against Standard Index)
-2.50
-1.44
Beta (against Standard Index)
1.32
1.19
Mean Annual Return
3.83
0.39
R-squared (against Standard Index)
88
87.45
Standard Deviation
6.56
6.01
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.66
N/A
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