Lord Abbett Emerging Markets Currency Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.51
Mean 0.02
Sharpe Ratio 0.01
Bear Market Decile Rank 84

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 10.64 83.76
Beta 83.58 0.42
Alpha -23.35 -3.34