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 03.31.2014

Standard Deviation 9.79
Mean -0.06
Sharpe Ratio -0.08
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 12.19 83.87
Beta 93.44 0.43
Alpha -27.64 -3.66