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Lord Abbett Convertible I (LCFYX)
On
Nov 30
:
10.34
0.00
(0.00%)
MORE ON LCFYX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
9.49%
Worst 1 Yr Total Return
(2008)
:
-31.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCFYX
Category
Alpha (against Standard Index)
-1.04
-0.75
Beta (against Standard Index)
1.05
1.22
Mean Annual Return
-0.98
0.03
R-squared (against Standard Index)
79
80.59
Standard Deviation
15.53
17.91
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.22
N/A
5 Years
Statistic
LCFYX
Category
Alpha (against Standard Index)
-1.58
-1.78
Beta (against Standard Index)
1.07
1.22
Mean Annual Return
2.91
0.32
R-squared (against Standard Index)
80
80.06
Standard Deviation
12.81
14.68
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.11
N/A
10 Years
Statistic
LCFYX
Category
Alpha (against Standard Index)
N/A
-0.29
Beta (against Standard Index)
N/A
1.20
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
71.30
Standard Deviation
N/A
14.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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