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Saturday, December 26, 2009, 11:14AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Lord Abbett MO Tax-Free Income A (LAMOX)On Dec 24: 5.01   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):4.55%
Worst 1 Yr Total Return (2008):-9.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLAMOXCategory
Alpha (against Standard Index)-2.68-2.38
Beta (against Standard Index)1.151.19
Mean Annual Return1.640.19
R-squared (against Standard Index)9087.14
Standard Deviation7.277.96
Sharpe Ratio-0.05N/A
Treynor Ratio-0.55N/A
5 Years
StatisticLAMOXCategory
Alpha (against Standard Index)-1.69-1.15
Beta (against Standard Index)1.141.11
Mean Annual Return2.920.30
R-squared (against Standard Index)9090.11
Standard Deviation5.855.78
Sharpe Ratio0.02N/A
Treynor Ratio-0.06N/A
10 Years
StatisticLAMOXCategory
Alpha (against Standard Index)-1.35-1.01
Beta (against Standard Index)1.111.07
Mean Annual Return4.490.40
R-squared (against Standard Index)9391.04
Standard Deviation5.365.25
Sharpe Ratio0.31N/A
Treynor Ratio1.41N/A

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