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Tuesday, January 5, 2010, 11:34PM ET - U.S. Markets Closed.
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Lord Abbett Growth Opportunities A (LMGAX)
On
Jan 5
:
18.80
0.09
(0.48%)
MORE ON LMGAX
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Research Reports
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
(2007)
:
21.05%
Worst 1 Yr Total Return
(2008)
:
-38.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMGAX
Category
Alpha (against Standard Index)
6.72
2.05
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
0.47
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
21.15
23.41
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.79
N/A
5 Years
Statistic
LMGAX
Category
Alpha (against Standard Index)
3.22
1.56
Beta (against Standard Index)
1.03
1.11
Mean Annual Return
3.69
0.29
R-squared (against Standard Index)
86
80.86
Standard Deviation
17.72
19.91
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.68
N/A
10 Years
Statistic
LMGAX
Category
Alpha (against Standard Index)
3.31
3.33
Beta (against Standard Index)
1.03
1.11
Mean Annual Return
2.11
0.32
R-squared (against Standard Index)
72
61.70
Standard Deviation
19.62
23.38
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.80
N/A
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