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Lord Abbett Fundamental Equity C (GILAX)
On
Dec 29
:
10.49
0.02
(0.19%)
MORE ON GILAX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
GILAX
Category
Alpha (against Standard Index)
2.04
0.06
Beta (against Standard Index)
0.88
1.00
Mean Annual Return
-2.76
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
17.90
20.42
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.70
N/A
5 Years
Statistic
GILAX
Category
Alpha (against Standard Index)
1.17
0.04
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
2.19
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
14.89
16.64
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.89
N/A
10 Years
Statistic
GILAX
Category
Alpha (against Standard Index)
3.95
0.81
Beta (against Standard Index)
0.81
0.96
Mean Annual Return
4.16
0.14
R-squared (against Standard Index)
85
91.13
Standard Deviation
14.24
16.39
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.52
N/A
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