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Sunday, December 20, 2009, 1:47PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Lord Abbett Diversified Equity Strat B (LDSBX)On Dec 18: 13.71  Up 0.06 (0.44%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):10.29%
Worst 1 Yr Total Return (2008):-36.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLDSBXCategory
Alpha (against Standard Index)2.562.20
Beta (against Standard Index)1.000.99
Mean Annual Return-3.40-0.14
R-squared (against Standard Index)9688.76
Standard Deviation20.2321.04
Sharpe Ratio-0.18N/A
Treynor Ratio-5.67N/A
5 Years
StatisticLDSBXCategory
Alpha (against Standard Index)N/A0.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.24
R-squared (against Standard Index)N/A86.59
Standard DeviationN/A17.50
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticLDSBXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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