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Lord Abbett Classic Stock B (LARBX)
On
Dec 24
:
25.24
0.14
(0.56%)
MORE ON LARBX
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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
(2006)
:
11.76%
Worst 1 Yr Total Return
(2008)
:
-31.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LARBX
Category
Alpha (against Standard Index)
2.78
0.06
Beta (against Standard Index)
0.90
1.00
Mean Annual Return
-2.20
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
18.21
20.42
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.95
N/A
5 Years
Statistic
LARBX
Category
Alpha (against Standard Index)
0.42
0.04
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
1.47
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
14.65
16.64
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.70
N/A
10 Years
Statistic
LARBX
Category
Alpha (against Standard Index)
2.74
0.81
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
2.59
0.14
R-squared (against Standard Index)
84
91.13
Standard Deviation
15.47
16.39
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.38
N/A
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