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Lord Abbett Mid-Cap Value A (LAVLX)
On
Dec 29
:
13.29
0.02
(0.15%)
MORE ON LAVLX
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Research Reports
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
(2004)
:
24.10%
Worst 1 Yr Total Return
(2008)
:
-39.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LAVLX
Category
Alpha (against Standard Index)
-3.25
0.96
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-9.64
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
22.00
24.07
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-11.13
N/A
5 Years
Statistic
LAVLX
Category
Alpha (against Standard Index)
-1.90
1.28
Beta (against Standard Index)
1.09
1.16
Mean Annual Return
-1.64
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
18.23
19.80
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.27
N/A
10 Years
Statistic
LAVLX
Category
Alpha (against Standard Index)
7.84
7.57
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
7.74
0.70
R-squared (against Standard Index)
67
72.92
Standard Deviation
16.88
18.20
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.68
N/A
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