Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LLCYX (Lord Abbett Large-Cap Value I) | NA | -29.79% | -7.50% | -8.89% | NA | NA | NA | -0.43% |
Data as of 01/28/2013, AR inception is 07/15/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LLCYX (Lord Abbett Large-Cap Value I) | 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 | -29.79 | -7.50 | -8.89 | NA | NA | NA | -0.43 | 0.00 | -25.81 | -8.66 | 14.61 | 20.00 | -36.64 | 4.00 | 18.10 | 3.10 | 12.62 | 14.28 |
| Sharpe Ratio | NA | -0.53 | -0.15 | -0.11 | NA | NA | NA | -0.06 | 0.00 | -0.72 | -0.33 | 0.68 | 0.56 | -0.83 | 0.06 | 1.66 | 0.10 | 1.04 | 2.77 |
| Standard Deviation(%) | NA | 56.42 | 51.23 | 80.83 | NA | NA | NA | 27.15 | NA | 36.13 | 26.73 | 21.22 | 35.82 | 44.99 | 15.85 | 8.94 | 9.24 | 11.18 | 11.68 |
| Draw Down(%) | NA | 37.50 | 39.47 | 56.56 | NA | NA | NA | 60.31 | 0.00 | 37.50 | 27.09 | 19.28 | 34.77 | 49.56 | 11.11 | 7.70 | 6.39 | 8.35 | 3.97 |
| Yield(%) | 0.00 | 0.00 | 0.74 | 0.79 | 4.06 | 2.71 | 2.03 | 4.51 | 0.00 | 0.00 | 1.17 | 0.83 | 1.09 | 1.42 | 15.94 | 4.22 | 3.62 | 2.63 | 0.82 |
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 |
|---|---|---|---|---|
| LLCYX (Lord Abbett Large-Cap Value I) |
-17.43%
Feb 2006 - Feb 2009 |
-10.96%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LLCYX (Lord Abbett Large-Cap Value I) |
22.14%
Feb 2009 - Feb 2012 |
6.10%
Aug 2003 - Aug 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart