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Monday, December 28, 2009, 8:57PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
Lord Abbett Mid-Cap Value P (LMCPX)On Dec 28: 12.91  Down 0.03 (0.23%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):23.99%
Worst 1 Yr Total Return (2008):-39.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMCPXCategory
Alpha (against Standard Index)-3.380.96
Beta (against Standard Index)1.071.15
Mean Annual Return-9.76-0.33
R-squared (against Standard Index)9389.96
Standard Deviation22.0124.07
Sharpe Ratio-0.46N/A
Treynor Ratio-11.24N/A
5 Years
StatisticLMCPXCategory
Alpha (against Standard Index)-2.021.28
Beta (against Standard Index)1.091.16
Mean Annual Return-1.760.26
R-squared (against Standard Index)9188.97
Standard Deviation18.2419.80
Sharpe Ratio-0.17N/A
Treynor Ratio-4.38N/A
10 Years
StatisticLMCPXCategory
Alpha (against Standard Index)7.747.57
Beta (against Standard Index)0.850.96
Mean Annual Return7.640.70
R-squared (against Standard Index)6772.92
Standard Deviation16.8918.20
Sharpe Ratio0.35N/A
Treynor Ratio5.56N/A

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