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Lord Abbett Developing Growth I (LADYX)
On
Dec 24
:
16.65
0.07
(0.42%)
MORE ON LADYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
36.29%
Worst 1 Yr Total Return
(2008)
:
-47.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LADYX
Category
Alpha (against Standard Index)
7.64
0.16
Beta (against Standard Index)
1.16
1.12
Mean Annual Return
-0.81
-0.38
R-squared (against Standard Index)
78
84.86
Standard Deviation
26.13
24.29
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.65
N/A
5 Years
Statistic
LADYX
Category
Alpha (against Standard Index)
5.54
-0.01
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
4.87
0.16
R-squared (against Standard Index)
73
80.32
Standard Deviation
22.59
20.99
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.56
N/A
10 Years
Statistic
LADYX
Category
Alpha (against Standard Index)
3.91
4.06
Beta (against Standard Index)
1.18
1.16
Mean Annual Return
1.43
0.37
R-squared (against Standard Index)
65
57.27
Standard Deviation
23.69
25.21
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.27
N/A
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