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LICYX: LORD ABBETT INTERNATIONAL CORE EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info 17.7 0.03(0.17%) June 30
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (86%) |
Start Date: | 01/02/2004 |
Last Dividend Date: | 12/17/2024 |
12-Mo. Yield | 1.62% |
Expenses | 1.22% |
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Performance Analytics (As of 06/27/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2004 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.5 | 21.6 | 15.7 | 14.1 | 8.9 | 4.6 | 6.0 | 4.9 | 5.2 | 6.7 | 12.6 | -18.6 | 0.5 | 17.3 | 21.7 | -17.9 | 25.5 | -1.5 | -2.4 | -9.1 | 22.8 | 15.0 | -11.9 | 6.8 | 33.8 | -42.5 | 14.1 | 24.0 | 17.6 | 14.2 |
Sharpe Ratio | NA | 2.28 | 0.68 | 0.67 | 0.4 | 0.19 | NA | NA | 0.21 | 0.01 | 0.64 | -0.96 | 0.02 | 0.57 | 1.86 | -1.3 | 2.86 | -0.09 | -0.16 | -0.78 | 1.74 | 0.94 | -0.46 | 0.31 | 1.15 | -1.15 | 0.63 | 1.47 | 1.58 | 1.07 |
Draw Down(%) | NA | 14.5 | 14.6 | 14.6 | 38.0 | 38.0 | NA | NA | 59.0 | 11.3 | 11.8 | 29.6 | 15.9 | 32.5 | 7.9 | 25.9 | 2.5 | 11.9 | 15.8 | 14.4 | 10.3 | 16.2 | 25.7 | 21.3 | 26.4 | 53.1 | 13.7 | 17.1 | 8.0 | 10.9 |
Standard Deviation(%) | NA | 20.2 | 17.9 | 15.9 | 17.2 | 17.7 | NA | NA | 19.3 | 13.7 | 13.1 | 21.0 | 18.9 | 29.6 | 10.9 | 14.9 | 8.7 | 18.3 | 15.3 | 11.7 | 13.1 | 16.1 | 26.0 | 21.3 | 29.4 | 37.8 | 17.8 | 14.2 | 9.8 | 12.4 |
Treynor Ratio | NA | 0.43 | 0.12 | 0.11 | 0.07 | 0.03 | NA | NA | 0.04 | 0.0 | 0.09 | -0.21 | 0.0 | 0.22 | 0.21 | -0.18 | 0.24 | -0.02 | -0.03 | -0.09 | 0.23 | 0.16 | -0.13 | 0.07 | 0.34 | -0.49 | 0.12 | 0.22 | 0.18 | 0.17 |
Alpha | NA | 0.01 | -0.01 | 0.0 | -0.01 | 0.0 | NA | NA | 0.0 | 0.01 | -0.02 | -0.03 | -0.05 | 0.05 | 0.0 | -0.01 | 0.0 | -0.02 | 0.0 | -0.02 | 0.01 | 0.0 | 0.0 | -0.01 | 0.01 | -0.03 | 0.01 | 0.0 | 0.02 | 0.0 |
Beta | NA | 1.06 | 1.06 | 0.98 | 1.01 | 0.94 | NA | NA | 0.93 | 1.03 | 0.98 | 0.96 | 1.15 | 0.76 | 0.98 | 1.06 | 1.06 | 1.0 | 0.95 | 0.99 | 0.98 | 0.93 | 0.94 | 0.96 | 0.99 | 0.88 | 0.95 | 0.96 | 0.84 | 0.77 |
RSquared | NA | 0.93 | 0.91 | 0.92 | 0.86 | 0.76 | NA | NA | 0.85 | 0.87 | 0.94 | 0.96 | 0.64 | 0.49 | 0.91 | 0.91 | 0.81 | 0.93 | 0.92 | 0.9 | 0.91 | 0.92 | 0.96 | 0.91 | 0.93 | 0.92 | 0.82 | 0.83 | 0.76 | 0.72 |
Yield(%) | N/A | 0.0 | 1.6 | 2.2 | 2.0 | 2.0 | 2.6 | 3.2 | N/A | 1.8 | 2.2 | 1.8 | 1.6 | 1.5 | 2.0 | 2.0 | 2.7 | 2.5 | 1.6 | 1.4 | 2.6 | 2.8 | 2.2 | 1.5 | 1.2 | 1.8 | 11.1 | 7.5 | 3.6 | 0.5 |
Dividend Growth(%) | N/A | -100.0 | -8.0 | 15.5 | -2.7 | -45.5 | N/A | N/A | N/A | -8.0 | -4.5 | 10.8 | 21.6 | -8.2 | -18.3 | -8.9 | 5.8 | 49.7 | 0.5 | -36.4 | 2.7 | 12.4 | 53.4 | 55.4 | -59.1 | -84.0 | 67.8 | 145.4 | 700.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/2004
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