Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 6:16PM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Lord Abbett Capital Structure I (LAMYX)
On
Dec 24
:
10.73
0.03
(0.28%)
MORE ON LAMYX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
17.18%
Worst 1 Yr Total Return
(2008)
:
-27.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LAMYX
Category
Alpha (against Standard Index)
-3.52
-2.96
Beta (against Standard Index)
1.04
1.07
Mean Annual Return
-2.66
-0.09
R-squared (against Standard Index)
91
93.10
Standard Deviation
14.37
14.78
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.76
N/A
5 Years
Statistic
LAMYX
Category
Alpha (against Standard Index)
-2.45
-2.53
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
2.27
0.24
R-squared (against Standard Index)
90
92.17
Standard Deviation
11.98
11.94
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.68
N/A
10 Years
Statistic
LAMYX
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
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center