Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCAFX (Lord Abbett Calibrated Large C) | NA | 12.38% | 4.10% | 4.34% | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 12/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCAFX (Lord Abbett Calibrated Large C) | 12/23/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.38 | 4.10 | 4.34 | NA | NA | NA | … | … | 12.38 | -9.71 | 11.17 | 17.30 | -5.51 | 12.02 | 31.20 | 21.46 | 0.53 |
| Sharpe Ratio | NA | 2.37 | 0.28 | 0.29 | NA | NA | NA | … | … | 2.23 | -0.71 | 1.37 | 1.16 | -0.35 | 1.08 | 2.79 | 1.65 | 6.13 |
| Standard Deviation(%) | NA | 4.99 | 10.47 | 12.58 | NA | NA | NA | … | … | 4.95 | 15.58 | 7.74 | 14.61 | 15.75 | 11.10 | 11.16 | 13.07 | 6.50 |
| Draw Down(%) | NA | 1.69 | 19.22 | 19.30 | NA | NA | NA | … | … | 1.69 | 19.22 | 5.28 | 12.27 | 14.07 | 8.31 | 5.54 | 9.66 | 0.20 |
| Yield(%) | 0.00 | 0.28 | 5.00 | 5.20 | 7.24 | 4.83 | 3.62 | … | … | 0.28 | 5.59 | 8.96 | 4.18 | 7.97 | 13.88 | 9.93 | 4.03 | 0.00 |
Data as of 12/30/2019, Common starting date is 12/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCAFX (Lord Abbett Calibrated Large C) |
4.97%
Nov 2016 – Nov 2019 |
4.50%
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 |
|---|---|---|---|---|
| LCAFX (Lord Abbett Calibrated Large C) |
19.46%
May 2012 – May 2015 |
13.41%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
