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Lord Abbett Core Fixed Income R3 (LCRRX)
On
Dec 17
:
11.28
0.05
(0.45%)
MORE ON LCRRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
0.97%
Worst 1 Yr Total Return
(2008)
:
0.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCRRX
Category
Alpha (against Standard Index)
-0.02
-1.73
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
6.67
0.39
R-squared (against Standard Index)
74
59.65
Standard Deviation
5.07
5.93
Sharpe Ratio
0.83
N/A
Treynor Ratio
4.07
N/A
5 Years
Statistic
LCRRX
Category
Alpha (against Standard Index)
-0.18
-1.13
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
5.44
0.35
R-squared (against Standard Index)
78
61.85
Standard Deviation
4.30
4.90
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.31
N/A
10 Years
Statistic
LCRRX
Category
Alpha (against Standard Index)
-0.17
-0.67
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
6.34
0.46
R-squared (against Standard Index)
86
70.95
Standard Deviation
4.17
4.48
Sharpe Ratio
0.80
N/A
Treynor Ratio
3.33
N/A
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