Ratings & Risk for Lord Abbett Mid-Cap Value P (LMCPX)

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 21.94 -0.68 -0.48
    5-Year 18.50 0.06 -0.12
    10-Year 16.86 0.70 0.33
    15-Year 16.29 0.78 0.35
    20-Year 15.40 0.82 0.38
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 93.90 1.01 2.14
    3-Year 93.54 1.08 -2.18
    5-Year 91.37 1.11 -0.80
    10-Year 66.73 0.85 7.67

    S&P 500 TR

    Trailing data as of 10/31/2009