Ratings & Risk for Lord Abbett Small-Cap Value B (LRSBX)

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 22.80 -0.17 -0.20
    5-Year 20.15 0.60 0.21
    10-Year 18.44 1.02 0.50
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.38 1.16 -1.89
    3-Year 89.91 1.10 4.08
    5-Year 84.24 1.16 5.78
    10-Year 65.80 0.92 11.64

    S&P 500 TR

    Trailing data as of 10/31/2009