Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LCVFX (Lord Abbett Large-Cap Value F) | NA | -1.12% | 3.61% | -2.50% | NA | NA | NA | -4.72% |
Data as of 01/28/2013, AR inception is 10/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCVFX (Lord Abbett Large-Cap Value F) | 10/03/2007 | 01/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.12 | 3.61 | -2.50 | NA | NA | NA | -4.72 | 0.00 | 4.54 | -8.76 | 14.41 | 19.79 | -36.57 | -5.28 |
| Sharpe Ratio | NA | -0.18 | 0.17 | -0.09 | NA | NA | NA | -0.16 | 0.00 | 0.48 | -0.33 | 0.68 | 0.55 | -0.83 | -1.12 |
| Standard Deviation(%) | NA | 8.85 | 20.36 | 30.45 | NA | NA | NA | 29.74 | NA | 9.41 | 26.88 | 21.16 | 35.77 | 44.96 | 20.10 |
| Draw Down(%) | NA | 12.07 | 27.16 | 56.46 | NA | NA | NA | 60.30 | 0.00 | 12.07 | 27.16 | 19.25 | 34.69 | 49.55 | 11.14 |
| Yield(%) | 0.00 | 0.00 | 0.68 | 0.74 | 1.73 | 1.16 | 0.87 | 3.47 | 0.00 | 0.00 | 1.07 | 0.75 | 1.00 | 1.40 | 14.56 |
Data as of 01/28/2013, AR inception is 10/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCVFX (Lord Abbett Large-Cap Value F) |
-7.57%
Nov 2007 - Nov 2010 |
-3.91%
Nov 2007 - Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCVFX (Lord Abbett Large-Cap Value F) |
22.02%
Feb 2009 - Feb 2012 |
-3.68%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart