Lord Abbett Emerging Markets Currency Fund

Scorecard
1 / 5 Stars
Lipper
3 3 1 3 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
---
TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.77
Mean -0.08
Sharpe Ratio -0.1
Bear Market Decile Rank 92

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 12.86 83.27
Beta 96.05 0.43
Alpha -28.72 -3.89