Lord Abbett Emerging Markets Currency Fund

Scorecard
2 / 5 Stars
Lipper
3 3 1 4 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.78
Mean -0.06
Sharpe Ratio -0.08
Bear Market Decile Rank 94

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 12.72 84.0
Beta 95.63 0.43
Alpha -28.41 -3.71