Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 30, 2009, 5:10AM ET - U.S. Markets open in 4 hours and 20 minutes.
Dow
0.02%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Lord Abbett Balanced Strategy A (LABFX)
On
Dec 29
:
9.93
0.01
(0.10%)
MORE ON LABFX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.65%
Worst 1 Yr Total Return
(2008)
:
-28.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LABFX
Category
Alpha (against Standard Index)
-0.96
-2.96
Beta (against Standard Index)
1.14
1.07
Mean Annual Return
-0.32
-0.09
R-squared (against Standard Index)
96
93.10
Standard Deviation
15.47
14.78
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.27
N/A
5 Years
Statistic
LABFX
Category
Alpha (against Standard Index)
-1.89
-2.53
Beta (against Standard Index)
1.12
1.06
Mean Annual Return
2.94
0.24
R-squared (against Standard Index)
95
92.17
Standard Deviation
12.35
11.94
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.04
N/A
10 Years
Statistic
LABFX
Category
Alpha (against Standard Index)
-0.86
-2.27
Beta (against Standard Index)
1.08
1.06
Mean Annual Return
4.10
0.27
R-squared (against Standard Index)
90
86.88
Standard Deviation
11.35
11.38
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.09
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center