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Lord Abbett Intermediate Tax Free A (LISAX)
On
Dec 23
:
10.11
0.00
(0.00%)
MORE ON LISAX
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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
(2006)
:
3.90%
Worst 1 Yr Total Return
(2008)
:
-0.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LISAX
Category
Alpha (against Standard Index)
0.74
-0.30
Beta (against Standard Index)
0.93
0.86
Mean Annual Return
4.81
0.31
R-squared (against Standard Index)
92
90.72
Standard Deviation
5.85
5.41
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.72
N/A
5 Years
Statistic
LISAX
Category
Alpha (against Standard Index)
-0.18
-0.69
Beta (against Standard Index)
0.93
0.86
Mean Annual Return
4.22
0.30
R-squared (against Standard Index)
92
91.00
Standard Deviation
4.75
4.39
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.31
N/A
10 Years
Statistic
LISAX
Category
Alpha (against Standard Index)
N/A
-0.71
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
92.35
Standard Deviation
N/A
4.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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