Ratings & Risk for Lord Abbett Mid-Cap Value B (LMCBX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Below Average
    		98
    5-Year Low Below Average
    		73
    10-Year Average Below Average
    		35
    Overall Below 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 21.90 -0.72 -0.51
    5-Year 18.46 0.01 -0.16
    10-Year 16.84 0.66 0.29
    15-Year 16.00 0.82 0.39
    20-Year 15.17 0.83 0.40
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.15 1.01 1.60
    3-Year 93.64 1.08 -2.72
    5-Year 91.47 1.11 -1.35
    10-Year 66.76 0.85 7.11

    S&P 500 TR

    Trailing data as of 10/31/2009