Lord Abbett Growth Leaders Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.23
Mean 1.28
Sharpe Ratio 1.07
Bear Market Decile Rank 18

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 79.56
Beta 1.04
Alpha -1.44