Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDSFX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS F) | NA | 8.21% | 7.27% | 8.57% | 8.22% | NA | NA | … | … |
Data as of 07/25/2018, Common starting date is 10/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDSFX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS F) | 10/03/2007 | 07/25/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.21 | 7.27 | 8.57 | 8.22 | NA | NA | … | … | 2.88 | 16.31 | 7.06 | -0.03 | 5.41 | 35.19 | 14.18 | -7.99 | 17.93 | 32.94 | -36.27 | -2.39 |
| Sharpe Ratio | NA | 0.63 | 0.50 | 0.66 | 0.39 | NA | NA | … | … | 0.28 | 2.10 | 0.49 | 0.00 | 0.45 | 2.89 | 0.98 | -0.30 | 0.87 | 1.16 | -1.03 | -0.63 |
| Standard Deviation(%) | NA | 11.51 | 12.89 | 12.44 | 20.40 | NA | NA | … | … | 14.18 | 7.51 | 14.04 | 14.47 | 12.03 | 12.15 | 14.51 | 27.05 | 20.57 | 28.43 | 36.17 | 18.76 |
| Draw Down(%) | NA | 9.46 | 17.71 | 18.98 | 44.73 | NA | NA | … | … | 9.46 | 2.87 | 12.82 | 12.54 | 9.28 | 6.07 | 13.30 | 25.95 | 17.59 | 24.40 | 47.09 | 8.44 |
| Yield(%) | 0.00 | 19.35 | 12.08 | 11.85 | 8.65 | 4.97 | 3.73 | … | … | 7.64 | 13.38 | 9.36 | 10.67 | 14.04 | 12.21 | 1.10 | 0.71 | 0.43 | 0.42 | 2.49 | 4.65 |
Data as of 07/25/2018, Common starting date is 10/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSFX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS F) |
-2.45%
Nov 2007 – Nov 2010 |
0.54%
Nov 2007 – Nov 2012 |
6.33%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSFX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS F) |
24.20%
Feb 2009 – Feb 2012 |
22.16%
Feb 2009 – Feb 2014 |
7.74%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart