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Saturday, December 5, 2009, 7:25AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Lord Abbett Fundamental Equity B (GILBX)On Dec 4: 10.19  Up 0.08 (0.79%)  
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Risk  As of 31-Oct-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):14.98%
Worst 1 Yr Total Return (2008):-29.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGILBXCategory
Alpha (against Standard Index)1.960.38
Beta (against Standard Index)0.891.00
Mean Annual Return-3.98-0.41
R-squared (against Standard Index)9595.50
Standard Deviation17.6920.09
Sharpe Ratio-0.28N/A
Treynor Ratio-7.22N/A
5 Years
StatisticGILBXCategory
Alpha (against Standard Index)1.680.26
Beta (against Standard Index)0.911.01
Mean Annual Return2.320.16
R-squared (against Standard Index)9394.84
Standard Deviation14.9816.47
Sharpe Ratio0.03N/A
Treynor Ratio-0.77N/A
10 Years
StatisticGILBXCategory
Alpha (against Standard Index)3.920.84
Beta (against Standard Index)0.810.97
Mean Annual Return3.810.11
R-squared (against Standard Index)8591.16
Standard Deviation14.2016.35
Sharpe Ratio0.13N/A
Treynor Ratio1.03N/A

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