Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LALYX (Lord Abbett Stock Appreciation I) | NA | 14.05% | 9.89% | 2.66% | 4.77% | NA | NA | -0.61% |
Data as of 06/12/2013, AR inception is 05/22/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LALYX (Lord Abbett Stock Appreciation I) | 05/22/2001 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.05 | 9.89 | 2.66 | 4.77 | NA | NA | -0.61 | 9.70 | 12.32 | -8.79 | 17.62 | 30.17 | -38.96 | 15.67 | 4.99 | 8.20 | 3.77 | 27.78 | -35.60 | -21.10 |
| Sharpe Ratio | NA | 1.16 | 0.47 | 0.10 | 0.18 | NA | NA | -0.08 | 2.68 | 0.82 | -0.31 | 0.83 | 1.22 | -1.13 | 0.74 | 0.13 | 0.55 | 0.22 | 1.49 | -1.21 | -1.24 |
| Standard Deviation(%) | NA | 12.02 | 20.82 | 25.59 | 20.91 | NA | NA | 22.11 | 8.61 | 15.04 | 28.82 | 21.18 | 24.69 | 35.12 | 17.17 | 13.47 | 10.98 | 12.71 | 18.22 | 30.37 | 27.99 |
| Draw Down(%) | NA | 10.06 | 24.55 | 45.62 | 51.80 | NA | NA | 54.86 | 3.66 | 11.90 | 24.55 | 18.04 | 18.49 | 46.12 | 10.50 | 13.74 | 8.40 | 13.29 | 11.44 | 42.72 | 38.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.23 | 0.00 | 0.00 | 0.00 |
Data as of 06/12/2013, AR inception is 05/22/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LALYX (Lord Abbett Stock Appreciation I) |
-13.92%
Feb 2006 - Feb 2009 |
-6.36%
Feb 2004 - Feb 2009 |
-0.45%
Dec 2001 - Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LALYX (Lord Abbett Stock Appreciation I) |
21.57%
Feb 2009 - Feb 2012 |
12.97%
Sep 2002 - Sep 2007 |
6.20%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart