Lord Abbett Related Correlations
LAUYX Fund | USD 2.27 0.02 0.00% |
Correlations
MSTBX | TBGAX | ABNCX | NSAOX | ANAGX | AFB | MDMTX | ||
MSTBX | 0.54 | 0.71 | 0.72 | 0.64 | 0.52 | 0.49 | MSTBX | |
TBGAX | 0.54 | 0.36 | 0.86 | 0.68 | 0.82 | 0.79 | TBGAX | |
ABNCX | 0.71 | 0.36 | 0.34 | 0.83 | 0.23 | 0.13 | ABNCX | |
NSAOX | 0.72 | 0.86 | 0.34 | 0.5 | 0.88 | 0.88 | NSAOX | |
ANAGX | 0.64 | 0.68 | 0.83 | 0.5 | 0.44 | 0.35 | ANAGX | |
AFB | 0.52 | 0.82 | 0.23 | 0.88 | 0.44 | 0.83 | AFB | |
MDMTX | 0.49 | 0.79 | 0.13 | 0.88 | 0.35 | 0.83 | MDMTX | |
MSTBX | TBGAX | ABNCX | NSAOX | ANAGX | AFB | MDMTX |
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Risk-Adjusted Indicators
There is a big difference between LORD Mutual Fund performing well and Lord Abbett Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Lord Abbett's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
MSTBX | 0.12 | (0.01) | (0.59) | 0.00 | 0.12 | 0.21 | 0.73 | |||
TBGAX | 0.13 | (0.02) | (0.53) | (0.03) | 0.15 | 0.37 | 1.10 | |||
ABNCX | 0.18 | (0.02) | (0.44) | (0.01) | 0.22 | 0.40 | 1.30 | |||
NSAOX | 0.14 | 0.01 | (0.34) | 0.26 | 0.00 | 0.41 | 1.42 | |||
ANAGX | 0.22 | (0.02) | (0.38) | (0.02) | 0.25 | 0.44 | 1.31 | |||
AFB | 0.42 | (0.01) | (0.19) | 0.09 | 0.44 | 1.04 | 2.35 | |||
MDMTX | 0.12 | 0.01 | (0.46) | (0.07) | 0.11 | 0.29 | 1.43 |