Lord Abbett Related Correlations
LOLDX Fund | USD 3.83 0.00 0.00% |
Correlations
0.95 | 0.57 | 0.95 | 0.95 | PAIDX | ||
0.95 | 0.58 | 0.99 | 0.94 | DBFRX | ||
0.57 | 0.58 | 0.64 | 0.69 | CHYYX | ||
0.95 | 0.99 | 0.64 | 0.94 | RSIIX | ||
0.95 | 0.94 | 0.69 | 0.94 | DBLSX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PAIDX | 0.04 | 0.01 | 0.00 | 0.42 | 0.00 | 0.10 | 0.51 | |||
DBFRX | 0.06 | 0.02 | 0.00 | 0.90 | 0.00 | 0.11 | 1.21 | |||
CHYYX | 0.14 | (0.02) | (0.30) | (0.01) | 0.17 | 0.28 | 1.13 | |||
RSIIX | 0.06 | 0.03 | 0.00 | 0.75 | 0.00 | 0.12 | 0.35 | |||
DBLSX | 0.07 | 0.00 | (0.43) | 0.18 | 0.00 | 0.11 | 0.73 |