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Sunday, December 27, 2009, 2:47AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Lord Abbett Convertible P (LCFPX)On Dec 24: 10.83  Up 0.04 (0.37%)  
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Risk  As of 30-Nov-09Get 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
StatisticLCFPXCategory
Alpha (against Standard Index)-1.64-0.95
Beta (against Standard Index)1.051.21
Mean Annual Return-1.030.07
R-squared (against Standard Index)8080.73
Standard Deviation15.6317.91
Sharpe Ratio-0.13N/A
Treynor Ratio-3.14N/A
5 Years
StatisticLCFPXCategory
Alpha (against Standard Index)-2.29-2.13
Beta (against Standard Index)1.071.20
Mean Annual Return2.340.30
R-squared (against Standard Index)8079.99
Standard Deviation12.8114.54
Sharpe Ratio0.02N/A
Treynor Ratio-0.61N/A
10 Years
StatisticLCFPXCategory
Alpha (against Standard Index)N/A-0.63
Beta (against Standard Index)N/A1.19
Mean Annual ReturnN/A0.43
R-squared (against Standard Index)N/A71.60
Standard DeviationN/A14.11
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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