Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCAAX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS A) | NA | 12.33% | 3.91% | 4.16% | NA | NA | NA | … | … |
Data as of 12/30/2019, Common starting date is 12/23/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCAAX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS A) | 12/23/2011 | 12/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.33 | 3.91 | 4.16 | NA | NA | NA | … | … | 12.33 | -9.91 | 10.86 | 17.12 | -5.66 | 11.83 | 31.02 | 21.30 | 0.53 |
| Sharpe Ratio | NA | 2.35 | 0.27 | 0.27 | NA | NA | NA | … | … | 2.22 | -0.72 | 1.32 | 1.15 | -0.36 | 1.06 | 2.78 | 1.64 | 6.13 |
| Standard Deviation(%) | NA | 4.99 | 10.50 | 12.59 | NA | NA | NA | … | … | 4.95 | 15.62 | 7.79 | 14.61 | 15.75 | 11.10 | 11.16 | 13.07 | 6.50 |
| Draw Down(%) | NA | 1.69 | 19.42 | 19.42 | NA | NA | NA | … | … | 1.69 | 19.42 | 5.33 | 12.22 | 14.13 | 8.32 | 5.54 | 9.72 | 0.20 |
| Yield(%) | 0.00 | 0.26 | 4.88 | 5.07 | 7.09 | 4.73 | 3.55 | … | … | 0.26 | 5.36 | 8.85 | 4.00 | 7.87 | 13.70 | 9.76 | 3.87 | 0.00 |
Data as of 12/30/2019, Common starting date is 12/23/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCAAX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS A) |
4.77%
Nov 2016 – Nov 2019 |
4.30%
Dec 2013 – Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCAAX (LORD ABBETT CALIBRATED LARGE CAP VALUE FUND CLASS A) |
19.28%
May 2012 – May 2015 |
13.23%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart