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Tuesday, December 29, 2009, 9:42PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Lord Abbett Large-Cap Value I (LLCYX)On Dec 29: 9.20  Down 0.02 (0.22%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):18.09%
Worst 1 Yr Total Return (2008):-36.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLLCYXCategory
Alpha (against Standard Index)-0.74-1.37
Beta (against Standard Index)1.061.02
Mean Annual Return-7.15-0.45
R-squared (against Standard Index)9394.58
Standard Deviation21.7620.79
Sharpe Ratio-0.34N/A
Treynor Ratio-8.93N/A
5 Years
StatisticLLCYXCategory
Alpha (against Standard Index)-0.70-0.29
Beta (against Standard Index)1.041.01
Mean Annual Return-0.260.14
R-squared (against Standard Index)9293.49
Standard Deviation17.4616.81
Sharpe Ratio-0.10N/A
Treynor Ratio-3.12N/A
10 Years
StatisticLLCYXCategory
Alpha (against Standard Index)N/A2.74
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A81.33
Standard DeviationN/A15.97
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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