Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LARYX (Lord Abbett Classic Stock I) | NA | -8.95% | -0.65% | 7.03% | 3.62% | NA | NA | 2.27% |
Data as of 12/17/2013, AR inception is 05/22/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LARYX (Lord Abbett Classic Stock I) | 05/22/2001 | 12/17/2013 |
| 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 | -8.95 | -0.65 | 7.03 | 3.62 | NA | NA | 2.27 | -9.13 | 15.42 | -8.04 | 14.30 | 26.64 | -30.95 | 10.71 | 12.89 | 1.86 | 12.33 | 31.63 | -19.22 | -10.68 |
| Sharpe Ratio | NA | -0.17 | -0.01 | 0.11 | NA | NA | NA | 0.05 | -0.26 | 1.09 | -0.31 | 0.70 | 0.91 | -0.86 | 0.51 | 1.03 | -0.03 | 0.98 | 1.74 | -0.78 | -1.11 |
| Standard Deviation(%) | NA | 53.77 | 46.84 | 64.61 | NA | NA | NA | 23.64 | 36.02 | 14.26 | 26.08 | 20.38 | 29.09 | 36.87 | 15.08 | 9.31 | 9.33 | 11.59 | 17.73 | 26.11 | 17.20 |
| Draw Down(%) | NA | 28.73 | 28.73 | 28.73 | 48.38 | NA | NA | 48.38 | 28.73 | 12.06 | 25.18 | 18.73 | 24.07 | 40.49 | 8.43 | 7.17 | 6.79 | 8.14 | 15.82 | 35.03 | 23.61 |
| Yield(%) | 0.00 | 1.57 | 1.15 | 1.51 | 3.04 | 1.91 | 1.43 | 2.38 | 0.00 | 1.77 | 1.06 | 0.86 | 1.11 | 1.03 | 8.03 | 4.83 | 4.56 | 4.23 | 0.61 | 0.00 | 0.54 |
Data as of 12/17/2013, 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 |
|---|---|---|---|---|
| LARYX (Lord Abbett Classic Stock I) |
-11.16%
Feb 2006 - Feb 2009 |
-4.15%
Feb 2004 - Feb 2009 |
3.15%
Aug 2001 - Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LARYX (Lord Abbett Classic Stock I) |
20.72%
Feb 2009 - Feb 2012 |
16.14%
Sep 2002 - Sep 2007 |
8.72%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart