Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
LRLFX (Lord Abbett Classic Stock F) | NA | -9.13% | -0.77% | 6.88% | NA | NA | NA | -1.16% |
Data as of 12/17/2013, AR inception is 10/03/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
LRLFX (Lord Abbett Classic Stock F) | 10/03/2007 | 12/17/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -9.13 | -0.77 | 6.88 | NA | NA | NA | -1.16 | -9.30 | 15.30 | -8.12 | 14.09 | 26.47 | -31.02 | -2.50 |
Sharpe Ratio | NA | -0.17 | -0.02 | 0.10 | NA | NA | NA | -0.05 | -0.27 | 1.08 | -0.31 | 0.69 | 0.91 | -0.86 | -0.66 |
Standard Deviation(%) | NA | 53.95 | 47.05 | 65.29 | NA | NA | NA | 29.54 | 36.09 | 14.27 | 26.12 | 20.41 | 29.12 | 36.88 | 18.66 |
Draw Down(%) | NA | 28.79 | 28.79 | 28.79 | NA | NA | NA | 48.47 | 28.79 | 12.06 | 25.24 | 18.84 | 24.13 | 40.55 | 8.43 |
Yield(%) | 0.00 | 1.47 | 1.05 | 1.37 | 1.13 | 0.75 | 0.56 | 1.88 | 0.00 | 1.65 | 0.94 | 0.67 | 1.03 | 1.00 | 7.06 |
Data as of 12/17/2013, AR inception is 10/03/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LRLFX (Lord Abbett Classic Stock F) |
-2.53%
Nov 2007 - Nov 2010 |
0.79%
Nov 2007 - Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LRLFX (Lord Abbett Classic Stock F) |
20.56%
Feb 2009 - Feb 2012 |
12.02%
Oct 2008 - Oct 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart