Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IGRSX (Lord Abbett Investment Grade Floating Rate Fund) | NA | -17.74% | -3.94% | 0.27% | NA | NA | NA | 0.38% |
Data as of 03/10/2015, AR inception is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGRSX (Lord Abbett Investment Grade Floating Rate Fund) | 02/01/2006 | 03/10/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.02 | -17.74 | -3.94 | 0.27 | NA | NA | NA | 0.38 | -3.91 | -11.79 | 13.61 | -2.84 | -9.16 | 21.64 | 37.53 | -41.40 | 32.38 | -6.16 |
| Sharpe Ratio | NA | -0.79 | -0.22 | 0.01 | NA | NA | NA | -0.01 | -0.74 | -0.60 | 0.87 | -0.14 | -0.29 | 0.86 | 0.98 | -0.72 | 1.23 | -0.34 |
| Standard Deviation(%) | NA | 22.34 | 19.57 | 23.52 | NA | NA | NA | 31.84 | 26.39 | 19.81 | 15.68 | 20.21 | 31.97 | 25.17 | 38.07 | 58.44 | 23.99 | 29.64 |
| Draw Down(%) | NA | 32.08 | 32.08 | 33.07 | NA | NA | NA | 60.75 | 8.48 | 32.08 | 11.24 | 24.14 | 33.07 | 20.34 | 26.86 | 60.75 | 16.27 | 30.57 |
| Yield(%) | 0.00 | 1.02 | 0.91 | 0.93 | 3.25 | 2.16 | 1.62 | 3.61 | 0.00 | 1.07 | 0.99 | 0.73 | 0.53 | 0.93 | 0.34 | 15.84 | 11.45 | 0.00 |
Data as of 03/10/2015, AR inception is 02/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGRSX (Lord Abbett Investment Grade Floating Rate Fund) |
-11.75%
Mar 2006 - Mar 2009 |
-5.42%
Jun 2008 - Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGRSX (Lord Abbett Investment Grade Floating Rate Fund) |
24.30%
Feb 2009 - Feb 2012 |
14.79%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart