Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCARX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R3) | NA | 12.25% | 3.73% | 3.96% | 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 |
|---|---|---|
| LCARX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R3) | 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 | 12.25 | 3.73 | 3.96 | NA | NA | NA | … | … | 12.25 | -10.10 | 10.60 | 16.83 | -5.87 | 11.55 | 30.65 | 21.20 | 0.53 |
| Sharpe Ratio | NA | 2.35 | 0.25 | 0.26 | NA | NA | NA | … | … | 2.20 | -0.73 | 1.29 | 1.13 | -0.38 | 1.04 | 2.74 | 1.64 | 6.13 |
| Standard Deviation(%) | NA | 4.99 | 10.49 | 12.58 | NA | NA | NA | … | … | 4.94 | 15.62 | 7.77 | 14.63 | 15.69 | 11.08 | 11.17 | 13.03 | 6.50 |
| Draw Down(%) | NA | 1.70 | 19.57 | 19.57 | NA | NA | NA | … | … | 1.70 | 19.57 | 5.36 | 12.28 | 14.15 | 8.31 | 5.56 | 9.68 | 0.20 |
| Yield(%) | 0.00 | 0.22 | 4.74 | 4.91 | 6.92 | 4.61 | 3.46 | … | … | 0.22 | 5.15 | 8.70 | 3.77 | 7.67 | 13.56 | 9.60 | 3.91 | 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 |
|---|---|---|---|---|
| LCARX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R3) |
4.57%
Nov 2016 – Nov 2019 |
4.05%
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 |
|---|---|---|---|---|
| LCARX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS R3) |
19.06%
May 2012 – May 2015 |
12.99%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart