Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LCACX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS C) | NA | 12.17% | 3.36% | 3.52% | NA | NA | NA | 9.72% |
Data as of 12/30/2019, AR inception is 12/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCACX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS C) | 12/23/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.17 | 3.36 | 3.52 | NA | NA | NA | 9.72 | 12.17 | -10.57 | 10.08 | 16.24 | -6.40 | 11.05 | 30.06 | 20.39 | 0.53 |
| Sharpe Ratio | NA | 2.33 | 0.21 | 0.22 | NA | NA | NA | 0.75 | 2.19 | -0.76 | 1.23 | 1.09 | -0.41 | 1.00 | 2.70 | 1.57 | 6.13 |
| Standard Deviation(%) | NA | 4.97 | 10.46 | 12.58 | NA | NA | NA | 12.28 | 4.93 | 15.58 | 7.74 | 14.63 | 15.74 | 11.08 | 11.11 | 13.09 | 6.50 |
| Draw Down(%) | NA | 1.72 | 19.91 | 19.91 | NA | NA | NA | 19.91 | 1.72 | 19.91 | 5.46 | 12.30 | 14.30 | 8.36 | 5.59 | 9.86 | 0.20 |
| Yield(%) | 0.00 | 0.14 | 4.37 | 4.52 | 6.49 | 4.32 | 3.24 | 8.11 | 0.14 | 4.65 | 8.14 | 3.16 | 7.35 | 13.14 | 9.32 | 3.71 | 0.00 |
Data as of 12/30/2019, AR inception is 12/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCACX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS C) |
4.19%
Nov 2016 - Nov 2019 |
3.53%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCACX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS C) |
18.41%
May 2012 - May 2015 |
12.41%
Jan 2012 - Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart