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Lord Abbett Short Duration Income C (LDLAX)
On
Dec 23
:
4.58
0.01
(0.22%)
MORE ON LDLAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.20%
Worst 1 Yr Total Return
(2008)
:
-1.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LDLAX
Category
Alpha (against Standard Index)
1.27
-0.15
Beta (against Standard Index)
0.63
0.36
Mean Annual Return
6.14
0.30
R-squared (against Standard Index)
30
33.68
Standard Deviation
4.64
3.31
Sharpe Ratio
0.80
N/A
Treynor Ratio
6.10
N/A
5 Years
Statistic
LDLAX
Category
Alpha (against Standard Index)
-0.11
-0.52
Beta (against Standard Index)
0.61
0.38
Mean Annual Return
4.38
0.28
R-squared (against Standard Index)
34
36.19
Standard Deviation
3.73
2.73
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.27
N/A
10 Years
Statistic
LDLAX
Category
Alpha (against Standard Index)
-0.62
-0.19
Beta (against Standard Index)
0.59
0.43
Mean Annual Return
4.33
0.35
R-squared (against Standard Index)
48
45.24
Standard Deviation
3.17
2.61
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.38
N/A
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