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Lord Abbett Large-Cap Value C (LLCCX)

On Jan 7: 9.41   0.09 (0.97%)

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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): 16.95% Worst 1 Yr Total Return (2008): -37.27% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LLCCX Category Alpha (against Standard Index) -1.67 -1.37 Beta (against Standard Index) 1.05 1.02 Mean Annual Return -8.01 -0.45 R-squared (against Standard Index) 93 94.58 Standard Deviation 21.71 20.79 Sharpe Ratio -0.38 N/A Treynor Ratio -9.76 N/A 5 Years Statistic LLCCX Category Alpha (against Standard Index) -1.68 -0.29 Beta (against Standard Index) 1.04 1.01 Mean Annual Return -1.22 0.14 R-squared (against Standard Index) 92 93.49 Standard Deviation 17.42 16.81 Sharpe Ratio -0.15 N/A Treynor Ratio -4.05 N/A 10 Years Statistic LLCCX 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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