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Lord Abbett Mid-Cap Value P (LMCPX)
On
Dec 28
:
12.91
0.03
(0.23%)
MORE ON LMCPX
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Risk
As of 30-Nov-09
Get
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
Statistic
LMCPX
Category
Alpha (against Standard Index)
-3.38
0.96
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-9.76
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
22.01
24.07
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.24
N/A
5 Years
Statistic
LMCPX
Category
Alpha (against Standard Index)
-2.02
1.28
Beta (against Standard Index)
1.09
1.16
Mean Annual Return
-1.76
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
18.24
19.80
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.38
N/A
10 Years
Statistic
LMCPX
Category
Alpha (against Standard Index)
7.74
7.57
Beta (against Standard Index)
0.85
0.96
Mean Annual Return
7.64
0.70
R-squared (against Standard Index)
67
72.92
Standard Deviation
16.89
18.20
Sharpe Ratio
0.35
N/A
Treynor Ratio
5.56
N/A
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