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Tuesday, December 29, 2009, 7:43PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Lord Abbett Fundamental Equity C (GILAX)On Dec 29: 10.49  Down 0.02 (0.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):15.04%
Worst 1 Yr Total Return (2008):-29.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGILAXCategory
Alpha (against Standard Index)2.040.06
Beta (against Standard Index)0.881.00
Mean Annual Return-2.76-0.33
R-squared (against Standard Index)9695.82
Standard Deviation17.9020.42
Sharpe Ratio-0.19N/A
Treynor Ratio-5.70N/A
5 Years
StatisticGILAXCategory
Alpha (against Standard Index)1.170.04
Beta (against Standard Index)0.901.01
Mean Annual Return2.190.17
R-squared (against Standard Index)9495.19
Standard Deviation14.8916.64
Sharpe Ratio0.02N/A
Treynor Ratio-0.89N/A
10 Years
StatisticGILAXCategory
Alpha (against Standard Index)3.950.81
Beta (against Standard Index)0.810.96
Mean Annual Return4.160.14
R-squared (against Standard Index)8591.13
Standard Deviation14.2416.39
Sharpe Ratio0.16N/A
Treynor Ratio1.52N/A

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