Lord Abbett Micro Cap Value Fund

Class Inst (LMVYX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.31
Mean 1.16
Sharpe Ratio 0.76
Bear Market Decile Rank 83

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 79.96 94.18
Beta 1.31 1.09
Alpha -4.76 -0.72