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    Lord Abbett Floating Rate A (LFRAX)

    8.98 Down 0.02(0.22%) Oct 2

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    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
    Alpha (against Standard Index)3.823.11
    Beta (against Standard Index)0.060.10
    Mean Annual Return0.330.28
    R-squared (against Standard Index)0.872.70
    Standard Deviation2.002.12
    Sharpe Ratio1.961.58
    Treynor Ratio61.4038.04
    5 Years
    Alpha (against Standard Index)5.024.53
    Beta (against Standard Index)-0.10-0.08
    Mean Annual Return0.400.36
    R-squared (against Standard Index)0.701.16
    Standard Deviation3.403.36
    Sharpe Ratio1.391.29
    Treynor Ratio-46.27-61.12
    10 Years
    Alpha (against Standard Index)N/A2.19
    Beta (against Standard Index)N/A0.04
    Mean Annual ReturnN/A0.30
    R-squared (against Standard Index)N/A0.14
    Standard DeviationN/A7.68
    Sharpe RatioN/A0.31
    Treynor RatioN/A21.17