Ratings & Risk for Lord Abbett Mid-Cap Value I (LMCYX)

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 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 21.94 -0.64 -0.46
    5-Year 18.50 0.10 -0.10
    10-Year 16.87 0.74 0.35
    15-Year 16.02 0.90 0.44
    20-Year 15.19 0.90 0.45
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.95 1.01 2.63
    3-Year 93.57 1.08 -1.72
    5-Year 91.41 1.11 -0.35
    10-Year 66.80 0.85 8.09

    S&P 500 TR

    Trailing data as of 10/31/2009