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Friday, December 25, 2009, 6:16PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Lord Abbett Capital Structure I (LAMYX)On Dec 24: 10.73  Up 0.03 (0.28%)  
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Risk  As of 30-Nov-09Get 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
StatisticLAMYXCategory
Alpha (against Standard Index)-3.52-2.96
Beta (against Standard Index)1.041.07
Mean Annual Return-2.66-0.09
R-squared (against Standard Index)9193.10
Standard Deviation14.3714.78
Sharpe Ratio-0.27N/A
Treynor Ratio-4.76N/A
5 Years
StatisticLAMYXCategory
Alpha (against Standard Index)-2.45-2.53
Beta (against Standard Index)1.051.06
Mean Annual Return2.270.24
R-squared (against Standard Index)9092.17
Standard Deviation11.9811.94
Sharpe Ratio0.00N/A
Treynor Ratio-0.68N/A
10 Years
StatisticLAMYXCategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A86.88
Standard DeviationN/A11.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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