Ratings & Risk for Lord Abbett Small-Cap Value I (LRSYX)

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 22.85 -0.09 -0.15
    5-Year 20.18 0.68 0.26
    10-Year 18.48 1.10 0.56
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.32 1.17 -0.89
    3-Year 89.88 1.11 5.08
    5-Year 84.24 1.16 6.79
    10-Year 65.84 0.93 12.65

    S&P 500 TR

    Trailing data as of 10/31/2009