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Lord Abbett Core Fixed Income C (LCRCX)
On
Dec 29
:
10.86
0.01
(0.09%)
MORE ON LCRCX
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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)
:
5.57%
Worst 1 Yr Total Return
(2008)
:
0.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCRCX
Category
Alpha (against Standard Index)
-0.54
-1.73
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
6.13
0.39
R-squared (against Standard Index)
74
59.65
Standard Deviation
5.06
5.93
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.57
N/A
5 Years
Statistic
LCRCX
Category
Alpha (against Standard Index)
-0.68
-1.13
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
4.90
0.35
R-squared (against Standard Index)
78
61.85
Standard Deviation
4.28
4.90
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.81
N/A
10 Years
Statistic
LCRCX
Category
Alpha (against Standard Index)
-0.57
-0.67
Beta (against Standard Index)
1.03
0.96
Mean Annual Return
5.93
0.46
R-squared (against Standard Index)
86
70.95
Standard Deviation
4.19
4.48
Sharpe Ratio
0.70
N/A
Treynor Ratio
2.92
N/A
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