Ratings & Risk for Lord Abbett Small Cap Value R2 (LRSQX)

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 -0.14 -0.18
    5-Year 20.16 0.63 0.23
    10-Year 18.45 1.05 0.52
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.35 1.16 -1.53
    3-Year 89.90 1.11 4.49
    5-Year 84.27 1.16 6.17
    10-Year 65.82 0.92 12.00

    S&P 500 TR

    Trailing data as of 10/31/2009