Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDSQX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R2) | NA | 7.71% | 6.36% | 7.80% | 7.76% | NA | NA | … | … |
Data as of 07/25/2018, Common starting date is 10/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDSQX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R2) | 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 | 7.71 | 6.36 | 7.80 | 7.76 | NA | NA | … | … | 2.59 | 15.81 | 6.84 | -1.94 | 4.90 | 34.56 | 13.58 | -8.46 | 18.04 | 33.05 | -36.15 | -2.52 |
| Sharpe Ratio | NA | 0.58 | 0.43 | 0.60 | 0.37 | NA | NA | … | … | 0.24 | 2.04 | 0.47 | -0.13 | 0.40 | 2.85 | 0.94 | -0.31 | 0.88 | 1.16 | -1.02 | -0.66 |
| Standard Deviation(%) | NA | 11.55 | 12.91 | 12.46 | 20.40 | NA | NA | … | … | 14.23 | 7.48 | 14.00 | 14.58 | 12.07 | 12.14 | 14.50 | 27.01 | 20.50 | 28.40 | 36.20 | 18.76 |
| Draw Down(%) | NA | 9.50 | 18.92 | 20.20 | 44.52 | NA | NA | … | … | 9.50 | 2.95 | 12.68 | 12.66 | 9.44 | 6.13 | 13.36 | 26.06 | 17.42 | 24.45 | 47.00 | 8.45 |
| Yield(%) | 0.00 | 18.11 | 10.82 | 10.75 | 7.82 | 4.51 | 3.38 | … | … | 7.10 | 12.49 | 8.45 | 8.46 | 13.36 | 9.90 | 0.73 | 0.30 | 0.54 | 0.50 | 2.46 | 4.57 |
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 |
|---|---|---|---|---|
| LDSQX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R2) |
-2.34%
Nov 2007 – Nov 2010 |
0.41%
Nov 2007 – Nov 2012 |
5.88%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSQX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R2) |
24.07%
Feb 2009 – Feb 2012 |
21.83%
Feb 2009 – Feb 2014 |
7.28%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart