Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCASX (Lord Abbett Calibrated Large Cap Val R4) | NA | 12.31% | 3.91% | NA | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 07/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCASX (Lord Abbett Calibrated Large Cap Val R4) | 07/01/2015 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.31 | 3.91 | NA | NA | NA | NA | … | … | 12.31 | -15.00 | 10.88 | 17.11 | -5.46 |
| Sharpe Ratio | NA | 2.37 | 0.27 | NA | NA | NA | NA | … | … | 2.23 | -0.94 | 1.33 | 1.15 | -0.57 |
| Standard Deviation(%) | NA | 4.95 | 10.47 | NA | NA | NA | NA | … | … | 4.91 | 17.28 | 7.72 | 14.64 | 18.48 |
| Draw Down(%) | NA | 1.70 | 19.42 | NA | NA | NA | NA | … | … | 1.70 | 23.96 | 5.34 | 12.24 | 12.83 |
| Yield(%) | 0.00 | 0.26 | 4.91 | 5.18 | 2.59 | 1.73 | 1.30 | … | … | 0.26 | 5.43 | 8.87 | 4.02 | 8.02 |
Data as of 12/30/2019, Common starting date is 07/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCASX (Lord Abbett Calibrated Large Cap Val R4) |
4.77%
Nov 2016 – Nov 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCASX (Lord Abbett Calibrated Large Cap Val R4) |
11.92%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart