Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
LSBBX (Lord Abbett Small Cap Blend B) | NA | 0.00% | 3.22% | 6.77% | 4.10% | NA | NA | 5.55% |
Data as of 11/13/2013, AR inception is 07/20/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
LSBBX (Lord Abbett Small Cap Blend B) | 07/20/2001 | 11/13/2013 |
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 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 0.00 | 3.22 | 6.77 | 4.10 | NA | NA | 5.55 | -6.83 | 11.05 | -2.40 | 12.53 | 22.78 | -33.78 | 9.11 | 5.31 | 12.27 | 20.12 | 51.38 | -15.53 | 4.41 |
Sharpe Ratio | NA | 0.00 | 0.10 | 0.21 | 0.10 | NA | NA | 0.18 | -0.29 | 0.66 | -0.07 | 0.57 | 0.77 | -0.86 | 0.35 | 0.12 | 0.66 | 1.31 | 2.95 | -0.70 | 0.44 |
Standard Deviation(%) | NA | 31.48 | 29.91 | 32.40 | 29.54 | NA | NA | 24.17 | 26.50 | 16.92 | 32.35 | 21.97 | 29.64 | 40.44 | 17.48 | 16.34 | 15.36 | 14.66 | 17.20 | 23.75 | 20.19 |
Draw Down(%) | NA | 20.73 | 29.63 | 29.63 | 55.04 | NA | NA | 55.04 | 20.73 | 14.09 | 29.63 | 23.64 | 29.17 | 49.41 | 11.52 | 19.58 | 8.31 | 10.11 | 15.07 | 33.50 | 20.49 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 3.90 | 3.33 | 2.49 | 4.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 13.86 | 5.17 | 3.27 | 10.08 | 2.06 | 0.00 | 0.00 |
Data as of 11/13/2013, AR inception is 07/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LSBBX (Lord Abbett Small Cap Blend B) |
-16.35%
Feb 2006 - Feb 2009 |
-4.84%
Feb 2004 - Feb 2009 |
4.48%
Oct 2003 - Oct 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LSBBX (Lord Abbett Small Cap Blend B) |
34.09%
Mar 2003 - Mar 2006 |
20.36%
Sep 2002 - Sep 2007 |
10.42%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart