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Lord Abbett Mid-Cap Value B (LMCBX)
On
Jan 6
:
12.77
0.04
(0.31%)
MORE ON LMCBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
23.32%
Worst 1 Yr Total Return
(2008)
:
-39.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMCBX
Category
Alpha (against Standard Index)
-3.93
0.96
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-10.24
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
21.97
24.07
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.71
N/A
5 Years
Statistic
LMCBX
Category
Alpha (against Standard Index)
-2.57
1.28
Beta (against Standard Index)
1.08
1.16
Mean Annual Return
-2.30
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
18.20
19.80
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.88
N/A
10 Years
Statistic
LMCBX
Category
Alpha (against Standard Index)
7.19
7.57
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
7.06
0.70
R-squared (against Standard Index)
67
72.92
Standard Deviation
16.87
18.20
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.87
N/A
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