Ratings & Risk for Lord Abbett Mid-Cap Value R2 (LMCQX)

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 21.92 -0.69 -0.49
    5-Year 18.48 0.05 -0.13
    10-Year 16.85 0.69 0.32
    15-Year 16.01 0.86 0.42
    20-Year 15.18 0.87 0.42
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.05 1.01 2.08
    3-Year 93.59 1.08 -2.28
    5-Year 91.44 1.11 -0.92
    10-Year 66.82 0.85 7.52

    S&P 500 TR

    Trailing data as of 10/31/2009