Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LDSPX (Lord Abbett Diversified Equity Strat P) | NA | 28.01% | 10.52% | 15.84% | NA | NA | NA | … | … |
Data as of 12/17/2013, Common starting date is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LDSPX (Lord Abbett Diversified Equity Strat P) | 07/07/2006 | 12/17/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.01 | 10.52 | 15.84 | NA | NA | NA | … | … | 27.23 | 13.77 | -8.29 | 17.54 | 32.42 | -36.47 | 10.98 | 11.12 |
| Sharpe Ratio | NA | 2.25 | 0.55 | 0.73 | NA | NA | NA | … | … | 2.29 | 0.95 | -0.31 | 0.85 | 1.14 | -1.03 | 0.52 | 2.50 |
| Standard Deviation(%) | NA | 12.44 | 19.22 | 21.75 | NA | NA | NA | … | … | 12.35 | 14.53 | 27.04 | 20.53 | 28.43 | 36.24 | 15.34 | 8.38 |
| Draw Down(%) | NA | 6.13 | 26.04 | 26.04 | NA | NA | NA | … | … | 6.13 | 13.31 | 26.04 | 17.65 | 24.45 | 47.22 | 10.02 | 3.65 |
| Yield(%) | 0.00 | 0.74 | 0.39 | 1.01 | 1.07 | 0.71 | 0.54 | … | … | 0.00 | 0.82 | 0.34 | 0.05 | 0.02 | 2.10 | 4.57 | 2.01 |
Data as of 12/17/2013, Common starting date is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSPX (Lord Abbett Diversified Equity Strat P) |
-7.56%
Jun 2007 – Jun 2010 |
-1.11%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LDSPX (Lord Abbett Diversified Equity Strat P) |
23.75%
Feb 2009 – Feb 2012 |
16.40%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart