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Lord Abbett Fundamental Equity A (LDFVX)
On
Dec 28
:
11.00
0.01
(0.09%)
MORE ON LDFVX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
15.61%
Worst 1 Yr Total Return
(2008)
:
-28.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LDFVX
Category
Alpha (against Standard Index)
2.73
0.06
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
-2.11
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
17.95
20.42
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.95
N/A
5 Years
Statistic
LDFVX
Category
Alpha (against Standard Index)
1.84
0.04
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
2.87
0.17
R-squared (against Standard Index)
94
95.19
Standard Deviation
14.92
16.64
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.14
N/A
10 Years
Statistic
LDFVX
Category
Alpha (against Standard Index)
4.58
0.81
Beta (against Standard Index)
0.82
0.96
Mean Annual Return
4.81
0.14
R-squared (against Standard Index)
85
91.13
Standard Deviation
14.28
16.39
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.31
N/A
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