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Lord Abbett Convertible P (LCFPX)
On
Dec 24
:
10.83
0.04
(0.37%)
MORE ON LCFPX
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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
(2007)
:
8.98%
Worst 1 Yr Total Return
(2008)
:
-31.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCFPX
Category
Alpha (against Standard Index)
-1.64
-0.95
Beta (against Standard Index)
1.05
1.21
Mean Annual Return
-1.03
0.07
R-squared (against Standard Index)
80
80.73
Standard Deviation
15.63
17.91
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.14
N/A
5 Years
Statistic
LCFPX
Category
Alpha (against Standard Index)
-2.29
-2.13
Beta (against Standard Index)
1.07
1.20
Mean Annual Return
2.34
0.30
R-squared (against Standard Index)
80
79.99
Standard Deviation
12.81
14.54
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.61
N/A
10 Years
Statistic
LCFPX
Category
Alpha (against Standard Index)
N/A
-0.63
Beta (against Standard Index)
N/A
1.19
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
71.60
Standard Deviation
N/A
14.11
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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