Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDSYX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS I) | NA | 8.30% | 7.37% | 8.67% | 8.36% | NA | NA | … | … |
Data as of 07/25/2018, Common starting date is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDSYX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS I) | 07/07/2006 | 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 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.30 | 7.37 | 8.67 | 8.36 | NA | NA | … | … | 2.91 | 16.46 | 7.17 | 0.08 | 5.51 | 35.35 | 14.29 | -7.86 | 18.43 | 32.94 | -36.18 | 11.44 | 11.19 |
| Sharpe Ratio | NA | 0.63 | 0.51 | 0.67 | 0.40 | NA | NA | … | … | 0.28 | 2.13 | 0.49 | 0.00 | 0.46 | 2.91 | 0.99 | -0.29 | 0.89 | 1.16 | -1.02 | 0.55 | 2.51 |
| Standard Deviation(%) | NA | 11.52 | 12.89 | 12.44 | 20.40 | NA | NA | … | … | 14.20 | 7.46 | 14.04 | 14.49 | 12.03 | 12.12 | 14.49 | 26.98 | 20.53 | 28.39 | 36.27 | 15.30 | 8.38 |
| Draw Down(%) | NA | 9.47 | 17.66 | 18.89 | 44.72 | NA | NA | … | … | 9.47 | 2.84 | 12.78 | 12.49 | 9.30 | 6.08 | 13.28 | 25.90 | 17.30 | 24.45 | 47.05 | 9.99 | 3.65 |
| Yield(%) | 0.00 | 19.33 | 12.11 | 11.89 | 8.75 | 6.41 | 4.80 | … | … | 7.63 | 13.37 | 9.46 | 10.70 | 14.05 | 12.24 | 1.29 | 0.79 | 0.82 | 0.52 | 2.51 | 5.29 | 2.01 |
Data as of 07/25/2018, Common starting date is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSYX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS I) |
-7.08%
Jun 2007 – Jun 2010 |
-0.62%
May 2007 – May 2012 |
5.83%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSYX (LORD ABBETT DIVERSIFIED EQUITY STRATEGY FUND CLASS I) |
24.44%
Feb 2009 – Feb 2012 |
22.35%
Feb 2009 – Feb 2014 |
7.89%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart