Lord Abbett Emerging Markets Currency Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.44
Mean -0.03
Sharpe Ratio -0.04
Bear Market Decile Rank 90

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 11.1 84.02
Beta 84.74 0.42
Alpha -24.17 -3.81