Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LICBX (LORD ABBETT INTERNATIONAL CORE EQUITY FUND CLASS B) | NA | 12.11% | 2.45% | 3.03% | 0.63% | NA | NA | 4.38% |
Data as of 05/09/2018, AR inception is 01/05/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LICBX (LORD ABBETT INTERNATIONAL CORE EQUITY FUND CLASS B) | 01/05/2004 | 05/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.11 | 2.45 | 3.03 | 0.63 | NA | NA | 4.38 | -0.76 | 24.12 | -2.56 | -3.41 | -10.07 | 21.58 | 13.84 | -12.72 | 5.77 | 32.41 | -43.02 | 12.88 | 22.85 | 16.46 | 12.24 |
| Sharpe Ratio | NA | 1.04 | 0.12 | 0.19 | 0.02 | NA | NA | 0.18 | -0.22 | 2.70 | -0.15 | -0.21 | -0.86 | 1.65 | 0.86 | -0.49 | 0.27 | 1.10 | -1.16 | 0.56 | 1.38 | 1.45 | 0.93 |
| Standard Deviation(%) | NA | 10.78 | 15.48 | 14.44 | 21.63 | NA | NA | 19.68 | 14.64 | 8.74 | 18.30 | 16.35 | 11.67 | 13.05 | 16.15 | 26.06 | 21.27 | 29.46 | 37.67 | 17.76 | 14.23 | 9.85 | 12.32 |
| Draw Down(%) | NA | 9.99 | 22.07 | 25.89 | 56.07 | NA | NA | 59.59 | 9.99 | 2.58 | 11.99 | 16.13 | 14.55 | 10.37 | 16.44 | 26.01 | 21.49 | 26.50 | 53.47 | 13.72 | 17.12 | 8.25 | 11.01 |
| Yield(%) | 0.00 | 0.00 | 0.40 | 0.55 | 0.59 | 2.42 | 1.82 | 2.59 | 0.00 | 0.00 | 1.10 | 0.26 | 0.22 | 1.32 | 1.75 | 1.09 | 0.42 | 0.18 | 0.78 | 10.34 | 6.89 | 3.14 | 0.23 |
Data as of 05/09/2018, AR inception is 01/05/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LICBX (LORD ABBETT INTERNATIONAL CORE EQUITY FUND CLASS B) |
-15.53%
Feb 2006 - Feb 2009 |
-7.13%
May 2007 - May 2012 |
-0.88%
Jun 2007 - Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LICBX (LORD ABBETT INTERNATIONAL CORE EQUITY FUND CLASS B) |
23.77%
Oct 2004 - Oct 2007 |
15.87%
Feb 2009 - Feb 2014 |
6.24%
Jul 2004 - Jul 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart