Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVCIX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS I) | NA | 12.36% | 4.09% | 4.38% | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 12/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVCIX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS I) | 12/23/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.36 | 4.09 | 4.38 | NA | NA | NA | … | … | 12.36 | -9.66 | 11.12 | 17.43 | -5.42 | 12.10 | 31.34 | 21.58 | 0.53 |
| Sharpe Ratio | NA | 2.35 | 0.28 | 0.29 | NA | NA | NA | … | … | 2.22 | -0.71 | 1.36 | 1.17 | -0.35 | 1.09 | 2.81 | 1.66 | 6.13 |
| Standard Deviation(%) | NA | 4.97 | 10.49 | 12.59 | NA | NA | NA | … | … | 4.93 | 15.63 | 7.74 | 14.66 | 15.71 | 11.11 | 11.15 | 13.07 | 6.50 |
| Draw Down(%) | NA | 1.69 | 19.19 | 19.20 | NA | NA | NA | … | … | 1.69 | 19.19 | 5.32 | 12.21 | 14.05 | 8.29 | 5.53 | 9.66 | 0.20 |
| Yield(%) | 0.00 | 0.30 | 5.08 | 5.28 | 7.33 | 4.89 | 3.67 | … | … | 0.30 | 5.65 | 9.10 | 4.26 | 8.10 | 13.97 | 10.02 | 4.08 | 0.00 |
Data as of 12/30/2019, Common starting date is 12/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVCIX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS I) |
4.97%
Nov 2016 – Nov 2019 |
4.56%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVCIX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS I) |
19.59%
May 2012 – May 2015 |
13.50%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart