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    Lord Abbett Multi-Asset Balanced Opp A (LABFX)

    12.25 Up 0.04(0.33%) Mar 2

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up16
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):31.96%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.96%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.001.22
    Beta (against Standard Index)1.221.00
    Mean Annual Return0.870.81
    R-squared (against Standard Index)97.2890.55
    Standard Deviation7.776.58
    Sharpe Ratio1.341.49
    Treynor Ratio8.6410.04
    5 Years
    Alpha (against Standard Index)-1.990.24
    Beta (against Standard Index)1.301.05
    Mean Annual Return0.800.80
    R-squared (against Standard Index)97.8594.46
    Standard Deviation11.019.07
    Sharpe Ratio0.861.07
    Treynor Ratio7.199.27
    10 Years
    Alpha (against Standard Index)-1.36-0.82
    Beta (against Standard Index)1.191.06
    Mean Annual Return0.550.53
    R-squared (against Standard Index)95.8893.59
    Standard Deviation11.6710.55
    Sharpe Ratio0.430.47
    Treynor Ratio3.824.31