Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LVMAX (LORD ABBETT CALIBRATED MID CAP VALUE FUND CLASS A) | NA | 15.38% | 3.29% | 3.57% | NA | NA | NA | 10.39% |
Data as of 12/30/2019, AR inception is 12/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVMAX (LORD ABBETT CALIBRATED MID CAP VALUE FUND CLASS A) | 12/23/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.38 | 3.29 | 3.57 | NA | NA | NA | 10.39 | 15.38 | -13.85 | 10.85 | 17.28 | -6.75 | 15.70 | 33.90 | 17.53 | 0.47 |
| Sharpe Ratio | NA | 2.92 | 0.21 | 0.22 | NA | NA | NA | 0.78 | 2.77 | -1.00 | 1.21 | 1.08 | -0.44 | 1.34 | 2.72 | 1.26 | 5.69 |
| Standard Deviation(%) | NA | 5.12 | 10.47 | 12.77 | NA | NA | NA | 12.74 | 5.07 | 15.13 | 8.49 | 15.67 | 15.49 | 11.70 | 12.43 | 13.96 | 5.99 |
| Draw Down(%) | NA | 1.49 | 21.88 | 23.03 | NA | NA | NA | 23.03 | 1.49 | 21.88 | 4.61 | 13.80 | 14.58 | 9.31 | 6.96 | 11.19 | 0.20 |
| Yield(%) | 0.00 | 0.02 | 5.98 | 5.37 | 7.37 | 4.91 | 3.68 | 9.21 | 0.02 | 9.37 | 8.21 | 1.81 | 7.88 | 12.20 | 12.21 | 3.91 | 0.00 |
Data as of 12/30/2019, AR inception is 12/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVMAX (LORD ABBETT CALIBRATED MID CAP VALUE FUND CLASS A) |
3.85%
Dec 2015 - Dec 2018 |
3.86%
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 |
|---|---|---|---|---|
| LVMAX (LORD ABBETT CALIBRATED MID CAP VALUE FUND CLASS A) |
21.65%
May 2012 - May 2015 |
14.48%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart