Dow Down3.39% Nasdaq Down4.12%

Lord Abbett Floating Rate A (LFRAX)

8.98 Down 0.04(0.44%) Jun 24

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):32.26%
Worst 1 Yr Total Return(Dec 30, 2008):-21.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLFRAXCategory
Alpha (against Standard Index)2.181.31
Beta (against Standard Index)0.150.18
Mean Annual Return0.220.16
R-squared (against Standard Index)2.533.25
Standard Deviation2.603.14
Sharpe Ratio1.000.64
Treynor Ratio17.2110.26
5 Years
StatisticLFRAXCategory
Alpha (against Standard Index)4.173.17
Beta (against Standard Index)-0.05-0.01
Mean Annual Return0.340.27
R-squared (against Standard Index)0.140.41
Standard Deviation3.633.69
Sharpe Ratio1.100.87
Treynor Ratio-79.49-132.53
10 Years
StatisticLFRAXCategory
Alpha (against Standard Index)N/A2.29
Beta (against Standard Index)N/A0.04
Mean Annual ReturnN/A0.29
R-squared (against Standard Index)N/A0.12
Standard DeviationN/A7.80
Sharpe RatioN/A0.32
Treynor RatioN/A5.94