Ratings & Risk for Lord Abbett Mid-Cap Value R3 (LMCRX)

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 21.93 -0.68 -0.48
    5-Year 18.49 0.06 -0.13
    10-Year 16.85 0.70 0.32
    15-Year 16.01 0.87 0.42
    20-Year 15.18 0.88 0.43
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.15 1.01 2.07
    3-Year 93.65 1.08 -2.19
    5-Year 91.49 1.11 -0.83
    10-Year 66.84 0.85 7.61

    S&P 500 TR

    Trailing data as of 10/31/2009