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Lord Abbett Core Fixed Income B (LCRBX)
On
Dec 23
:
10.91
0.24
(2.15%)
MORE ON LCRBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.59%
Worst 1 Yr Total Return
(2008)
:
0.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCRBX
Category
Alpha (against Standard Index)
-0.46
-1.73
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
6.13
0.39
R-squared (against Standard Index)
73
59.65
Standard Deviation
5.00
5.93
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.63
N/A
5 Years
Statistic
LCRBX
Category
Alpha (against Standard Index)
-0.65
-1.13
Beta (against Standard Index)
1.05
0.98
Mean Annual Return
4.91
0.35
R-squared (against Standard Index)
78
61.85
Standard Deviation
4.26
4.90
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
LCRBX
Category
Alpha (against Standard Index)
-0.52
-0.67
Beta (against Standard Index)
1.01
0.96
Mean Annual Return
5.93
0.46
R-squared (against Standard Index)
85
70.95
Standard Deviation
4.14
4.48
Sharpe Ratio
0.71
N/A
Treynor Ratio
2.97
N/A
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