Ratings & Risk for Lord Abbett Mid-Cap Value F (LMCFX)

Morningstar Category: Mid-Cap Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Below Average
    		98
    5-Year Below Average Below Average
    		73
    10-Year Average Below Average
    		35
    Overall Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 21.95 -0.65 -0.47
    5-Year 18.50 0.08 -0.11
    10-Year 16.86 0.71 0.34
    15-Year 16.02 0.88 0.43
    20-Year 15.18 0.89 0.44
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.21 1.02 2.52
    3-Year 93.67 1.08 -1.86
    5-Year 91.52 1.11 -0.57
    10-Year 66.88 0.85 7.82

    S&P 500 TR

    Trailing data as of 10/31/2009