Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCAQX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R2) | NA | 12.31% | 3.65% | 3.87% | 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 |
|---|---|---|
| LCAQX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R2) | 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 | 12.31 | 3.65 | 3.87 | NA | NA | NA | … | … | 12.31 | -10.25 | 10.48 | 16.71 | -5.97 | 11.43 | 31.07 | 21.20 | 0.53 |
| Sharpe Ratio | NA | 2.37 | 0.24 | 0.25 | NA | NA | NA | … | … | 2.23 | -0.74 | 1.28 | 1.13 | -0.38 | 1.03 | 2.79 | 1.63 | 6.13 |
| Standard Deviation(%) | NA | 4.95 | 10.48 | 12.58 | NA | NA | NA | … | … | 4.91 | 15.63 | 7.74 | 14.60 | 15.72 | 11.10 | 11.13 | 13.10 | 6.50 |
| Draw Down(%) | NA | 1.68 | 19.64 | 19.64 | NA | NA | NA | … | … | 1.68 | 19.64 | 5.39 | 12.31 | 14.19 | 8.33 | 5.52 | 9.73 | 0.20 |
| Yield(%) | 0.00 | 0.20 | 4.63 | 4.79 | 6.79 | 4.53 | 3.39 | … | … | 0.20 | 5.04 | 8.47 | 3.62 | 7.52 | 13.25 | 9.48 | 3.46 | 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 |
|---|---|---|---|---|
| LCAQX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R2) |
4.50%
Nov 2016 – Nov 2019 |
3.93%
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 |
|---|---|---|---|---|
| LCAQX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R2) |
19.15%
May 2012 – May 2015 |
12.98%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart