Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALFBX (LORD ABBETT ALPHA STRATEGY FUND CLASS B) | NA | 14.11% | 6.86% | 10.18% | 8.11% | 11.10% | NA | … | … |
Data as of 05/09/2018, Common starting date is 03/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALFBX (LORD ABBETT ALPHA STRATEGY FUND CLASS B) | 03/23/1999 | 05/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.11 | 6.86 | 10.18 | 8.11 | 11.10 | NA | … | … | 1.31 | 19.70 | 8.38 | -1.77 | 2.08 | 41.29 | 11.73 | -7.00 | 26.39 | 38.80 | -41.15 | 13.28 | 20.97 | 16.43 | 16.08 | 40.88 | -21.37 | -12.17 | -6.21 | 32.52 |
| Sharpe Ratio | NA | 1.08 | 0.46 | 0.71 | 0.36 | NA | NA | … | … | 0.16 | 1.89 | 0.52 | -0.12 | 0.14 | 3.11 | 0.73 | -0.24 | 1.22 | 1.31 | -1.13 | 0.60 | 1.22 | 1.26 | 1.12 | 3.17 | -1.43 | -0.78 | -0.51 | 3.09 |
| Standard Deviation(%) | NA | 12.23 | 14.12 | 14.01 | 21.84 | NA | NA | … | … | 16.14 | 10.11 | 15.76 | 14.75 | 14.59 | 13.28 | 16.04 | 29.87 | 21.57 | 29.54 | 37.25 | 17.07 | 14.51 | 11.32 | 13.50 | 12.66 | 15.72 | 18.77 | 20.03 | 12.97 |
| Draw Down(%) | NA | 9.27 | 25.24 | 25.24 | 52.62 | NA | NA | … | … | 9.27 | 4.83 | 15.93 | 14.47 | 13.86 | 4.54 | 14.70 | 29.01 | 15.94 | 25.37 | 53.02 | 10.23 | 17.12 | 8.52 | 12.80 | 11.56 | 30.80 | 32.01 | 25.83 | 9.88 |
| Yield(%) | 0.00 | 13.69 | 11.52 | 11.78 | 7.93 | 12.18 | 8.14 | … | … | 0.00 | 14.48 | 13.10 | 14.14 | 10.70 | 9.42 | 4.91 | 0.32 | 0.32 | 0.00 | 4.72 | 8.97 | 4.06 | 0.00 | 0.00 | 0.00 | 0.69 | 3.84 | 2.99 | 1.69 |
Data as of 05/09/2018, Common starting date is 03/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALFBX (LORD ABBETT ALPHA STRATEGY FUND CLASS B) |
-18.02%
Feb 2000 – Feb 2003 |
-2.33%
Feb 2004 – Feb 2009 |
1.82%
Apr 1999 – Apr 2009 |
6.02%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALFBX (LORD ABBETT ALPHA STRATEGY FUND CLASS B) |
31.31%
Mar 2003 – Mar 2006 |
25.86%
Feb 2009 – Feb 2014 |
12.62%
Mar 2003 – Mar 2013 |
12.00%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart