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Lord Abbett Large-Cap Value B (LLCBX)
On
Dec 22
:
9.02
0.03
(0.33%)
MORE ON LLCBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.86%
Worst 1 Yr Total Return
(2008)
:
-37.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LLCBX
Category
Alpha (against Standard Index)
-1.74
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-8.06
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
21.70
20.79
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.82
N/A
5 Years
Statistic
LLCBX
Category
Alpha (against Standard Index)
-1.70
-0.29
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-1.24
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
17.41
16.81
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.07
N/A
10 Years
Statistic
LLCBX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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