Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 2, 2009, 1:10AM ET - U.S. Markets open in 8 hours and 20 minutes.
Dow
1.23%
Nasdaq
1.46%
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 Bond-Debenture I (LBNYX)
On
Dec 1
:
7.18
0.01
(0.14%)
MORE ON LBNYX
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 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.29%
Worst 1 Yr Total Return
(2008)
:
-20.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LBNYX
Category
Alpha (against Standard Index)
-2.27
-2.54
Beta (against Standard Index)
1.23
1.24
Mean Annual Return
4.18
0.39
R-squared (against Standard Index)
16
28.32
Standard Deviation
12.24
10.21
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.44
N/A
5 Years
Statistic
LBNYX
Category
Alpha (against Standard Index)
0.39
-0.02
Beta (against Standard Index)
0.97
1.09
Mean Annual Return
4.95
0.43
R-squared (against Standard Index)
13
25.63
Standard Deviation
9.75
8.35
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.00
N/A
10 Years
Statistic
LBNYX
Category
Alpha (against Standard Index)
1.19
0.61
Beta (against Standard Index)
0.56
0.87
Mean Annual Return
5.76
0.53
R-squared (against Standard Index)
7
22.41
Standard Deviation
8.33
7.37
Sharpe Ratio
0.36
N/A
Treynor Ratio
4.95
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center