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Lord Abbett Global Allocation A (LAGEX)On Jan 7: 10.82  Down 0.01 (0.09%)  
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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):18.12%
Worst 1 Yr Total Return (2008):-37.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLAGEXCategory
Alpha (against Standard Index)2.900.27
Beta (against Standard Index)0.830.91
Mean Annual Return-1.07-0.17
R-squared (against Standard Index)9690.08
Standard Deviation20.3022.93
Sharpe Ratio-0.06N/A
Treynor Ratio-4.03N/A
5 Years
StatisticLAGEXCategory
Alpha (against Standard Index)0.40-0.86
Beta (against Standard Index)0.820.90
Mean Annual Return4.590.41
R-squared (against Standard Index)9588.40
Standard Deviation16.5918.93
Sharpe Ratio0.18N/A
Treynor Ratio1.95N/A
10 Years
StatisticLAGEXCategory
Alpha (against Standard Index)-0.110.53
Beta (against Standard Index)0.810.92
Mean Annual Return2.060.33
R-squared (against Standard Index)8579.83
Standard Deviation15.8318.84
Sharpe Ratio0.03N/A
Treynor Ratio-1.07N/A

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