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Lord Abbett Core Fixed Income P (LCRPX)
On
Dec 23
:
10.98
0.24
(2.14%)
MORE ON LCRPX
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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)
:
6.12%
Worst 1 Yr Total Return
(2008)
:
0.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCRPX
Category
Alpha (against Standard Index)
0.08
-1.73
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
6.72
0.39
R-squared (against Standard Index)
73
59.65
Standard Deviation
5.03
5.93
Sharpe Ratio
0.85
N/A
Treynor Ratio
4.17
N/A
5 Years
Statistic
LCRPX
Category
Alpha (against Standard Index)
-0.11
-1.13
Beta (against Standard Index)
1.05
0.98
Mean Annual Return
5.49
0.35
R-squared (against Standard Index)
78
61.85
Standard Deviation
4.27
4.90
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.37
N/A
10 Years
Statistic
LCRPX
Category
Alpha (against Standard Index)
-0.05
-0.67
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
6.46
0.46
R-squared (against Standard Index)
85
70.95
Standard Deviation
4.17
4.48
Sharpe Ratio
0.83
N/A
Treynor Ratio
3.46
N/A
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