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Tuesday, December 29, 2009, 8:19AM ET - U.S. Markets open in 1 hour and 11 minutes. Dow Up 0.26% Nasdaq  0.00%
Lord Abbett Mid-Cap Value I (LMCYX)On Dec 28: 13.22  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):24.59%
Worst 1 Yr Total Return (2008):-39.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMCYXCategory
Alpha (against Standard Index)-2.950.96
Beta (against Standard Index)1.071.15
Mean Annual Return-9.37-0.33
R-squared (against Standard Index)9389.96
Standard Deviation22.0124.07
Sharpe Ratio-0.44N/A
Treynor Ratio-10.88N/A
5 Years
StatisticLMCYXCategory
Alpha (against Standard Index)-1.581.28
Beta (against Standard Index)1.091.16
Mean Annual Return-1.330.26
R-squared (against Standard Index)9188.97
Standard Deviation18.2419.80
Sharpe Ratio-0.14N/A
Treynor Ratio-3.98N/A
10 Years
StatisticLMCYXCategory
Alpha (against Standard Index)8.167.57
Beta (against Standard Index)0.850.96
Mean Annual Return8.090.70
R-squared (against Standard Index)6772.92
Standard Deviation16.9018.20
Sharpe Ratio0.38N/A
Treynor Ratio6.08N/A

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