Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDSRX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R3) | NA | 7.81% | 6.85% | 8.15% | 7.83% | NA | NA | … | … |
Data as of 07/25/2018, Common starting date is 10/03/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDSRX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R3) | 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 | 7.81 | 6.85 | 8.15 | 7.83 | NA | NA | … | … | 2.63 | 15.91 | 6.64 | -0.40 | 4.97 | 34.69 | 13.75 | -8.35 | 17.88 | 32.29 | -36.43 | -2.50 |
| Sharpe Ratio | NA | 0.59 | 0.47 | 0.63 | 0.37 | NA | NA | … | … | 0.25 | 2.05 | 0.46 | -0.03 | 0.41 | 2.87 | 0.95 | -0.31 | 0.87 | 1.13 | -1.03 | -0.65 |
| Standard Deviation(%) | NA | 11.51 | 12.88 | 12.43 | 20.40 | NA | NA | … | … | 14.18 | 7.49 | 13.98 | 14.53 | 12.04 | 12.09 | 14.49 | 27.05 | 20.50 | 28.41 | 36.27 | 18.76 |
| Draw Down(%) | NA | 9.46 | 17.85 | 19.18 | 44.81 | NA | NA | … | … | 9.46 | 2.95 | 12.83 | 12.66 | 9.35 | 6.11 | 13.31 | 26.02 | 17.43 | 24.40 | 47.23 | 8.45 |
| Yield(%) | 0.00 | 18.87 | 11.74 | 11.54 | 8.29 | 4.76 | 3.57 | … | … | 7.45 | 13.00 | 9.08 | 10.39 | 13.80 | 11.83 | 0.82 | 0.38 | 0.52 | 0.18 | 2.25 | 4.59 |
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 |
|---|---|---|---|---|
| LDSRX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R3) |
-2.71%
Nov 2007 – Nov 2010 |
0.22%
Nov 2007 – Nov 2012 |
5.96%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSRX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS R3) |
23.82%
Feb 2009 – Feb 2012 |
21.75%
Feb 2009 – Feb 2014 |
7.36%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart