Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCAUX (Lord Abbett Calibrated Large Cap Val R5) | NA | 12.36% | 4.10% | 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 |
|---|---|---|
| LCAUX (Lord Abbett Calibrated Large Cap Val R5) | 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 | 12.36 | 4.10 | NA | NA | NA | NA | … | … | 12.36 | -14.96 | 11.13 | 17.39 | -5.32 |
| Sharpe Ratio | NA | 2.37 | 0.28 | NA | NA | NA | NA | … | … | 2.23 | -0.94 | 1.37 | 1.17 | -0.56 |
| Standard Deviation(%) | NA | 4.97 | 10.47 | NA | NA | NA | NA | … | … | 4.94 | 17.37 | 7.70 | 14.63 | 18.54 |
| Draw Down(%) | NA | 1.69 | 19.20 | NA | NA | NA | NA | … | … | 1.69 | 23.93 | 5.27 | 12.27 | 12.80 |
| Yield(%) | 0.00 | 0.30 | 5.08 | 5.35 | 2.67 | 1.78 | 1.34 | … | … | 0.30 | 5.66 | 9.11 | 4.27 | 8.13 |
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 |
|---|---|---|---|---|
| LCAUX (Lord Abbett Calibrated Large Cap Val R5) |
4.96%
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 |
|---|---|---|---|---|
| LCAUX (Lord Abbett Calibrated Large Cap Val R5) |
12.21%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart