Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, January 5, 2010, 11:19PM ET - U.S. Markets Closed. Dow Down 0.11% Nasdaq Up 0.01%
Lord Abbett Growth Opportunities P (LGOPX)On Jan 5: 18.74  Up 0.09 (0.48%)  
MORE ON LGOPX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


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 (2007):20.96%
Worst 1 Yr Total Return (2008):-38.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGOPXCategory
Alpha (against Standard Index)6.612.05
Beta (against Standard Index)1.011.08
Mean Annual Return0.36-0.20
R-squared (against Standard Index)8984.21
Standard Deviation21.1623.41
Sharpe Ratio0.02N/A
Treynor Ratio-1.90N/A
5 Years
StatisticLGOPXCategory
Alpha (against Standard Index)3.111.56
Beta (against Standard Index)1.031.11
Mean Annual Return3.580.29
R-squared (against Standard Index)8680.86
Standard Deviation17.7219.91
Sharpe Ratio0.12N/A
Treynor Ratio0.58N/A
10 Years
StatisticLGOPXCategory
Alpha (against Standard Index)3.243.33
Beta (against Standard Index)1.031.11
Mean Annual Return2.020.32
R-squared (against Standard Index)7261.70
Standard Deviation19.6223.38
Sharpe Ratio0.05N/A
Treynor Ratio-0.88N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center