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Monday, December 28, 2009, 11:51AM ET - U.S. Markets close in 4 hours and 9 minutes. Dow Up 0.17% Nasdaq Up 0.26%
Lord Abbett Global Allocation B (LAGBX)On Dec 24: 9.85  Up 0.05 (0.51%)  
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Risk  As of 30-Nov-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 (2006):17.28%
Worst 1 Yr Total Return (2008):-37.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLAGBXCategory
Alpha (against Standard Index)2.270.27
Beta (against Standard Index)0.830.91
Mean Annual Return-1.71-0.17
R-squared (against Standard Index)9690.08
Standard Deviation20.3322.93
Sharpe Ratio-0.09N/A
Treynor Ratio-4.78N/A
5 Years
StatisticLAGBXCategory
Alpha (against Standard Index)-0.26-0.86
Beta (against Standard Index)0.820.90
Mean Annual Return3.910.41
R-squared (against Standard Index)9588.40
Standard Deviation16.6018.93
Sharpe Ratio0.14N/A
Treynor Ratio1.12N/A
10 Years
StatisticLAGBXCategory
Alpha (against Standard Index)-0.760.53
Beta (against Standard Index)0.810.92
Mean Annual Return1.390.33
R-squared (against Standard Index)8579.83
Standard Deviation15.8418.84
Sharpe Ratio-0.02N/A
Treynor Ratio-1.88N/A

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