Ratings & Risk for Lord Abbett Small Cap Value F (LRSFX)

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 22.83 -0.10 -0.16
    5-Year 20.16 0.66 0.25
    10-Year 18.45 1.07 0.54
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.50 1.17 -1.03
    3-Year 89.95 1.11 4.90
    5-Year 84.31 1.16 6.54
    10-Year 65.85 0.93 12.33

    S&P 500 TR

    Trailing data as of 10/31/2009