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Lord Abbett Stock Appreciation A (LALCX)
On
Dec 29
:
5.20
0.01
(0.19%)
MORE ON LALCX
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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
(2007)
:
15.19%
Worst 1 Yr Total Return
(2008)
:
-39.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LALCX
Category
Alpha (against Standard Index)
0.35
2.20
Beta (against Standard Index)
0.90
0.99
Mean Annual Return
-4.71
-0.14
R-squared (against Standard Index)
88
88.76
Standard Deviation
19.05
21.04
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.74
N/A
5 Years
Statistic
LALCX
Category
Alpha (against Standard Index)
-0.29
0.80
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
0.45
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
16.31
17.50
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.72
N/A
10 Years
Statistic
LALCX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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