Lord Abbett Micro Cap Growth Fund

Class Inst (LMIYX)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 20.12
Mean 1.78
Sharpe Ratio 1.06
Bear Market Decile Rank 63

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 63.06 80.08
Beta 1.28 1.02
Alpha 2.74 6.64