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Lord Abbett Global Allocation A (LAGEX)
On
Jan 7
:
10.82
0.01
(0.09%)
MORE ON LAGEX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
LAGEX
Category
Alpha (against Standard Index)
2.90
0.27
Beta (against Standard Index)
0.83
0.91
Mean Annual Return
-1.07
-0.17
R-squared (against Standard Index)
96
90.08
Standard Deviation
20.30
22.93
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.03
N/A
5 Years
Statistic
LAGEX
Category
Alpha (against Standard Index)
0.40
-0.86
Beta (against Standard Index)
0.82
0.90
Mean Annual Return
4.59
0.41
R-squared (against Standard Index)
95
88.40
Standard Deviation
16.59
18.93
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.95
N/A
10 Years
Statistic
LAGEX
Category
Alpha (against Standard Index)
-0.11
0.53
Beta (against Standard Index)
0.81
0.92
Mean Annual Return
2.06
0.33
R-squared (against Standard Index)
85
79.83
Standard Deviation
15.83
18.84
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.07
N/A
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