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Lord Abbett CA Tax-Free Income F (LCFFX)

On Dec 9: 9.86   0.01 (0.10%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -13.37% Worst 1 Yr Total Return (2008): -13.37% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LCFFX Category Alpha (against Standard Index) -3.62 -2.83 Beta (against Standard Index) 1.42 1.27 Mean Annual Return 1.03 0.16 R-squared (against Standard Index) 87 86.16 Standard Deviation 9.26 8.45 Sharpe Ratio -0.10 N/A Treynor Ratio -0.98 N/A 5 Years Statistic LCFFX Category Alpha (against Standard Index) -2.21 -1.51 Beta (against Standard Index) 1.38 1.22 Mean Annual Return 2.20 0.25 R-squared (against Standard Index) 86 86.64 Standard Deviation 7.34 6.60 Sharpe Ratio -0.07 N/A Treynor Ratio -0.60 N/A 10 Years Statistic LCFFX Category Alpha (against Standard Index) -1.87 -1.44 Beta (against Standard Index) 1.32 1.19 Mean Annual Return 4.49 0.39 R-squared (against Standard Index) 88 87.45 Standard Deviation 6.56 6.01 Sharpe Ratio 0.26 N/A Treynor Ratio 1.15 N/A
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