Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVMSX (Lord Abbett Calibrated Mid Cap Value R4) | NA | 15.38% | 3.28% | NA | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 07/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVMSX (Lord Abbett Calibrated Mid Cap Value R4) | 07/01/2015 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.38 | 3.28 | NA | NA | NA | NA | … | … | 15.38 | -22.51 | 10.80 | 17.37 | -8.27 |
| Sharpe Ratio | NA | 2.90 | 0.21 | NA | NA | NA | NA | … | … | 2.75 | -1.24 | 1.21 | 1.09 | -0.86 |
| Standard Deviation(%) | NA | 5.14 | 10.41 | NA | NA | NA | NA | … | … | 5.09 | 19.21 | 8.45 | 15.70 | 18.41 |
| Draw Down(%) | NA | 1.49 | 21.84 | NA | NA | NA | NA | … | … | 1.49 | 29.72 | 4.57 | 13.77 | 12.90 |
| Yield(%) | 0.00 | 0.02 | 6.02 | 5.40 | 2.70 | 1.80 | 1.35 | … | … | 0.02 | 9.42 | 8.29 | 1.94 | 7.88 |
Data as of 12/30/2019, Common starting date is 07/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVMSX (Lord Abbett Calibrated Mid Cap Value R4) |
3.87%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVMSX (Lord Abbett Calibrated Mid Cap Value R4) |
11.45%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart