Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LLCBX (Lord Abbett Large-Cap Value B) | NA | -0.93% | 3.06% | -3.19% | NA | NA | NA | 2.45% |
Data as of 01/28/2013, AR inception is 07/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LLCBX (Lord Abbett Large-Cap Value B) | 07/15/2003 | 01/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.93 | 3.06 | -3.19 | NA | NA | NA | 2.45 | 0.00 | 4.56 | -9.49 | 13.35 | 18.80 | -37.25 | 3.01 | 16.86 | 2.07 | 11.48 | 13.50 |
| Sharpe Ratio | NA | -0.15 | 0.15 | -0.11 | NA | NA | NA | 0.05 | 0.00 | 0.48 | -0.36 | 0.63 | 0.52 | -0.84 | 0.00 | 1.52 | -0.01 | 0.94 | 2.62 |
| Standard Deviation(%) | NA | 9.01 | 20.31 | 30.47 | NA | NA | NA | 23.38 | NA | 9.55 | 26.75 | 21.10 | 35.77 | 45.11 | 15.83 | 8.97 | 9.24 | 11.20 | 11.62 |
| Draw Down(%) | NA | 12.18 | 27.52 | 56.83 | NA | NA | NA | 60.84 | 0.00 | 12.18 | 27.52 | 19.44 | 34.79 | 50.00 | 11.26 | 7.84 | 6.48 | 8.68 | 3.99 |
| Yield(%) | 0.00 | 0.00 | 0.05 | 0.15 | 3.26 | 2.18 | 1.63 | 3.63 | 0.00 | 0.00 | 0.12 | 0.00 | 0.04 | 0.59 | 15.21 | 3.49 | 2.75 | 2.06 | 0.73 |
Data as of 01/28/2013, AR inception is 07/15/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LLCBX (Lord Abbett Large-Cap Value B) |
-18.23%
Feb 2006 - Feb 2009 |
-8.87%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LLCBX (Lord Abbett Large-Cap Value B) |
20.90%
Feb 2009 - Feb 2012 |
5.03%
Aug 2003 - Aug 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart