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Tuesday, December 29, 2009, 8:46AM ET - U.S. Markets open in 44 mins.. Dow Up 0.26% Nasdaq  0.00%
Lord Abbett Fundamental Equity A (LDFVX)On Dec 28: 11.00  Down 0.01 (0.09%)  
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Risk  As of 30-Nov-09Get 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
StatisticLDFVXCategory
Alpha (against Standard Index)2.730.06
Beta (against Standard Index)0.891.00
Mean Annual Return-2.11-0.33
R-squared (against Standard Index)9695.82
Standard Deviation17.9520.42
Sharpe Ratio-0.15N/A
Treynor Ratio-4.95N/A
5 Years
StatisticLDFVXCategory
Alpha (against Standard Index)1.840.04
Beta (against Standard Index)0.901.01
Mean Annual Return2.870.17
R-squared (against Standard Index)9495.19
Standard Deviation14.9216.64
Sharpe Ratio0.07N/A
Treynor Ratio-0.14N/A
10 Years
StatisticLDFVXCategory
Alpha (against Standard Index)4.580.81
Beta (against Standard Index)0.820.96
Mean Annual Return4.810.14
R-squared (against Standard Index)8591.13
Standard Deviation14.2816.39
Sharpe Ratio0.20N/A
Treynor Ratio2.31N/A

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