Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LSBYX (Lord Abbett Small Cap Blend I) | NA | 3.58% | 5.13% | 8.39% | 5.20% | NA | NA | 9.32% |
Data as of 11/13/2013, AR inception is 10/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSBYX (Lord Abbett Small Cap Blend I) | 10/08/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.58 | 5.13 | 8.39 | 5.20 | NA | NA | 9.32 | -3.64 | 12.15 | -1.34 | 13.55 | 24.10 | -33.09 | 10.18 | 6.35 | 13.36 | 21.34 | 49.68 | 9.93 |
| Sharpe Ratio | NA | 0.16 | 0.20 | 0.30 | 0.17 | NA | NA | 0.35 | -0.18 | 0.72 | -0.04 | 0.61 | 0.81 | -0.84 | 0.41 | 0.19 | 0.74 | 1.38 | 2.84 | 1.96 |
| Standard Deviation(%) | NA | 22.72 | 24.82 | 27.38 | 24.24 | NA | NA | 23.81 | 23.77 | 16.91 | 32.45 | 21.99 | 29.72 | 40.42 | 17.49 | 16.37 | 15.10 | 14.74 | 17.26 | 25.48 |
| Draw Down(%) | NA | 18.40 | 29.49 | 29.49 | 54.28 | NA | NA | 54.28 | 18.40 | 13.87 | 29.49 | 23.38 | 29.03 | 49.19 | 11.19 | 19.39 | 8.25 | 9.75 | 14.90 | 5.47 |
| Yield(%) | 0.00 | 0.24 | 0.09 | 0.07 | 3.71 | 3.97 | 2.98 | 5.42 | 0.00 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 13.18 | 4.98 | 3.18 | 9.93 | 0.00 | 0.00 |
Data as of 11/13/2013, AR inception is 10/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSBYX (Lord Abbett Small Cap Blend I) |
-15.52%
Feb 2006 - Feb 2009 |
-3.89%
Feb 2004 - Feb 2009 |
5.58%
Oct 2003 - Oct 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSBYX (Lord Abbett Small Cap Blend I) |
34.49%
Mar 2003 - Mar 2006 |
19.29%
Feb 2003 - Feb 2008 |
11.30%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart