Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LSBQX (Lord Abbett Small Cap Blend R2) | NA | 1.96% | 4.16% | 7.53% | NA | NA | NA | 0.84% |
Data as of 11/13/2013, AR inception is 03/27/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSBQX (Lord Abbett Small Cap Blend R2) | 03/27/2008 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.96 | 4.16 | 7.53 | NA | NA | NA | 0.84 | -5.04 | 11.51 | -1.99 | 12.88 | 23.38 | -27.87 |
| Sharpe Ratio | NA | 0.07 | 0.14 | 0.24 | NA | NA | NA | 0.02 | -0.23 | 0.68 | -0.06 | 0.58 | 0.78 | -0.80 |
| Standard Deviation(%) | NA | 28.93 | 28.45 | 30.98 | NA | NA | NA | 29.38 | 24.92 | 16.94 | 32.23 | 21.93 | 29.68 | 44.02 |
| Draw Down(%) | NA | 19.38 | 29.61 | 29.61 | NA | NA | NA | 52.84 | 19.38 | 13.99 | 29.61 | 23.56 | 29.09 | 49.29 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/13/2013, AR inception is 03/27/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSBQX (Lord Abbett Small Cap Blend R2) |
-3.96%
Sep 2008 - Sep 2011 |
-0.64%
Aug 2008 - Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSBQX (Lord Abbett Small Cap Blend R2) |
22.81%
Feb 2009 - Feb 2012 |
5.99%
Oct 2008 - Oct 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart