Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, January 7, 2010, 4:45AM ET - U.S. Markets open in 4 hours and 45 minutes. Dow Up 0.02% Nasdaq  0.00%
Lord Abbett Mid-Cap Value B (LMCBX)On Jan 6: 12.77  Up 0.04 (0.31%)  
MORE ON LMCBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticLMCBXCategory
Alpha (against Standard Index)-3.930.96
Beta (against Standard Index)1.071.15
Mean Annual Return-10.24-0.33
R-squared (against Standard Index)9389.96
Standard Deviation21.9724.07
Sharpe Ratio-0.48N/A
Treynor Ratio-11.71N/A
5 Years
StatisticLMCBXCategory
Alpha (against Standard Index)-2.571.28
Beta (against Standard Index)1.081.16
Mean Annual Return-2.300.26
R-squared (against Standard Index)9188.97
Standard Deviation18.2019.80
Sharpe Ratio-0.20N/A
Treynor Ratio-4.88N/A
10 Years
StatisticLMCBXCategory
Alpha (against Standard Index)7.197.57
Beta (against Standard Index)0.850.96
Mean Annual Return7.060.70
R-squared (against Standard Index)6772.92
Standard Deviation16.8718.20
Sharpe Ratio0.32N/A
Treynor Ratio4.87N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center