Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCAVX (Lord Abbett Calibrated Large Cap Val R6) | NA | 12.35% | 4.11% | 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 |
|---|---|---|
| LCAVX (Lord Abbett Calibrated Large Cap Val R6) | 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 | 12.35 | 4.11 | NA | NA | NA | NA | … | … | 12.35 | -14.94 | 11.18 | 17.45 | -5.32 |
| Sharpe Ratio | NA | 2.37 | 0.29 | NA | NA | NA | NA | … | … | 2.22 | -0.94 | 1.37 | 1.17 | -0.56 |
| Standard Deviation(%) | NA | 4.98 | 10.46 | NA | NA | NA | NA | … | … | 4.94 | 17.37 | 7.72 | 14.62 | 18.54 |
| Draw Down(%) | NA | 1.74 | 19.17 | NA | NA | NA | NA | … | … | 1.74 | 23.91 | 5.27 | 12.21 | 12.80 |
| Yield(%) | 0.00 | 0.30 | 5.08 | 5.35 | 2.67 | 1.78 | 1.34 | … | … | 0.30 | 5.66 | 9.11 | 4.28 | 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 |
|---|---|---|---|---|
| LCAVX (Lord Abbett Calibrated Large Cap Val R6) |
4.99%
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 |
|---|---|---|---|---|
| LCAVX (Lord Abbett Calibrated Large Cap Val R6) |
12.24%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart