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Lord Abbett Mid-Cap Value C (LMCCX)
On
Dec 23
:
12.53
0.09
(0.72%)
MORE ON LMCCX
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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)
:
23.33%
Worst 1 Yr Total Return
(2008)
:
-39.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMCCX
Category
Alpha (against Standard Index)
-3.94
0.96
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-10.26
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
21.98
24.07
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.72
N/A
5 Years
Statistic
LMCCX
Category
Alpha (against Standard Index)
-2.57
1.28
Beta (against Standard Index)
1.09
1.16
Mean Annual Return
-2.31
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
18.22
19.80
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.88
N/A
10 Years
Statistic
LMCCX
Category
Alpha (against Standard Index)
7.19
7.57
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
7.05
0.70
R-squared (against Standard Index)
67
72.92
Standard Deviation
16.88
18.20
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.87
N/A
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