Lord Abbett Related Correlations
LGLOX Fund | USD 39.63 0.03 0.08% |
Correlations
0.87 | 0.6 | 0.75 | 0.88 | 0.66 | CABIX | ||
0.87 | 0.71 | 0.83 | 0.85 | 0.76 | LFLCX | ||
0.6 | 0.71 | 0.75 | 0.53 | 0.82 | WRLDX | ||
0.75 | 0.83 | 0.75 | 0.6 | 0.77 | ANAGX | ||
0.88 | 0.85 | 0.53 | 0.6 | 0.64 | SMYIX | ||
0.66 | 0.76 | 0.82 | 0.77 | 0.64 | MFD | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CABIX | 0.39 | 0.04 | (0.07) | (0.28) | 0.46 | 0.74 | 2.23 | |||
LFLCX | 0.24 | 0.00 | (0.14) | 0.11 | 0.32 | 0.42 | 2.89 | |||
WRLDX | 0.43 | 0.01 | (0.09) | 0.11 | 0.56 | 0.82 | 2.40 | |||
ANAGX | 0.21 | (0.02) | (0.25) | (0.13) | 0.26 | 0.44 | 1.32 | |||
SMYIX | 0.62 | 0.10 | 0.05 | 0.87 | 0.51 | 1.26 | 3.77 | |||
MFD | 0.69 | 0.05 | 0.00 | 0.25 | 0.84 | 1.40 | 4.37 |