Ratings & Risk for Lord Abbett Small-Cap Value P (LRSPX)

Morningstar Category: Small Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Below Average
    		192
    5-Year High Average
    		164
    10-Year High Below Average
    		110
    Overall High 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 22.84 -0.13 -0.17
    5-Year 20.16 0.64 0.24
    10-Year 18.46 1.06 0.53
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.33 1.17 -1.39
    3-Year 89.89 1.11 4.62
    5-Year 84.26 1.16 6.33
    10-Year 65.82 0.93 12.20

    S&P 500 TR

    Trailing data as of 10/31/2009