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Lord Abbett Affiliated R2 (LAFQX)
On
Dec 9
:
10.00
0.04
(0.40%)
MORE ON LAFQX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-37.30%
Worst 1 Yr Total Return
(2008)
:
-37.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LAFQX
Category
Alpha (against Standard Index)
-1.58
-1.05
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-9.14
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
21.28
20.65
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.02
N/A
5 Years
Statistic
LAFQX
Category
Alpha (against Standard Index)
-1.09
0.04
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-1.02
0.14
R-squared (against Standard Index)
92
93.13
Standard Deviation
17.28
16.85
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.89
N/A
10 Years
Statistic
LAFQX
Category
Alpha (against Standard Index)
2.36
2.54
Beta (against Standard Index)
0.95
0.88
Mean Annual Return
1.47
0.27
R-squared (against Standard Index)
84
80.76
Standard Deviation
16.68
15.89
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.59
N/A
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