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Lord Abbett Capital Structure P (LAMPX)
On
Dec 29
:
10.69
0.01
(0.09%)
MORE ON LAMPX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
16.68%
Worst 1 Yr Total Return
(2008)
:
-27.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LAMPX
Category
Alpha (against Standard Index)
-3.98
-2.96
Beta (against Standard Index)
1.03
1.07
Mean Annual Return
-3.10
-0.09
R-squared (against Standard Index)
91
93.10
Standard Deviation
14.33
14.78
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-5.20
N/A
5 Years
Statistic
LAMPX
Category
Alpha (against Standard Index)
-2.88
-2.53
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
1.82
0.24
R-squared (against Standard Index)
90
92.17
Standard Deviation
11.95
11.94
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.11
N/A
10 Years
Statistic
LAMPX
Category
Alpha (against Standard Index)
N/A
-2.27
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
86.88
Standard Deviation
N/A
11.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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