Lord Abbett Correlations

LADSX Fund

USD 20.71 4.51 1.25%

The correlation of Lord Abbett is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Lord Mutual Fund

0.94	VSGAX	Vanguard Small Cap	Pair Corr
0.94	VSGIX	Vanguard Small Cap	Pair Corr
0.9	VEXPX	Vanguard Explorer	Pair Corr
0.9	VEXRX	Vanguard Explorer	Pair Corr
0.7	JGMRX	Janus Triton	Pair Corr
0.71	JGMAX	Janus Triton	Pair Corr
0.69	JGMCX	Janus Triton	Pair Corr
0.72	JGMNX	Janus Triton	Pair Corr
0.9	DXQLX	Direxion Monthly Nasdaq	Pair Corr
0.9	RYVLX	Nasdaq 100 2x	Pair Corr
0.9	RYVYX	Nasdaq 100 2x	Pair Corr
0.9	UOPIX	Ultra Nasdaq 100	Pair Corr
0.9	RYCCX	Nasdaq 100 2x	Pair Corr
0.9	UOPSX	Ultranasdaq 100 Profund	Pair Corr
0.82	INPIX	Internet Ultrasector	Pair Corr
0.81	INPSX	Internet Ultrasector	Pair Corr
0.86	BIPIX	Biotechnology Ultrasector	Pair Corr
0.94	DOXIX	Dodge Cox Income	Pair Corr
0.91	POSKX	Primecap Odyssey Stock	Pair Corr
0.95	FAUTX	American Funds 2040	Pair Corr
0.7	CSFAX	Cohen Steers Global	Pair Corr
0.88	PVFAX	Paradigm Value	Pair Corr
0.91	RYATX	Nasdaq 100 Fund	Pair Corr
0.87	GVIYX	Guidestone Value Equity	Pair Corr
0.91	DFIEX	International E Equity	Pair Corr
0.79	BAC	Bank of America	Pair Corr
0.71	DD	Dupont De Nemours	Pair Corr
0.67	CAT	Caterpillar	Pair Corr
0.67	WMT	Walmart	Pair Corr
0.66	XOM	Exxon Mobil Corp	Pair Corr
0.74	TRV	The Travelers Companies	Pair Corr
0.64	HPQ	HP Inc	Pair Corr

Moving against Lord Mutual Fund

0.7	DIS	Walt Disney	Pair Corr
0.69	KO	Coca Cola Earnings Call This Week	Pair Corr
0.63	BA	Boeing	Pair Corr

Related Correlations Analysis

	PAEIX	TOIIX	DODFX	SNPTX	SDGIX	QLENX	SWSFX
PAEIX		0.97	0.98	0.93	0.81	0.9	0.82	PAEIX
TOIIX	0.97		0.99	0.96	0.86	0.95	0.87	TOIIX
DODFX	0.98	0.99		0.96	0.82	0.92	0.85	DODFX
SNPTX	0.93	0.96	0.96		0.85	0.93	0.91	SNPTX
SDGIX	0.81	0.86	0.82	0.85		0.91	0.88	SDGIX
QLENX	0.9	0.95	0.92	0.93	0.91		0.93	QLENX
SWSFX	0.82	0.87	0.85	0.91	0.88	0.93		SWSFX
	PAEIX	TOIIX	DODFX	SNPTX	SDGIX	QLENX	SWSFX

Risk-Adjusted Indicators

There is a big difference between Lord Mutual Fund performing well and Lord Abbett Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Lord Abbett's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PAEIX	0.61	0.12	0.07	(0.44)	0.71	(0.65)	1.36	(1.12)	4.50
TOIIX	0.52	0.13	0.11	(0.61)	0.44	(0.62)	1.22	(0.85)	4.08
DODFX	0.47	0.09	0.07	(1.21)	0.47	(0.53)	1.18	(0.85)	3.60
SNPTX	0.44	0.09	0.06	(0.50)	0.53	(0.51)	1.00	(0.60)	3.90
SDGIX	0.14	0.03	(0.11)	(0.45)	0.00	(0.18)	0.34	(0.24)	1.03
QLENX	0.31	0.10	0.11	(0.67)	0.11	(0.37)	0.72	(0.41)	2.34
SWSFX	0.04	0.01	0.00	0.38	0.00	0.00	0.10	0.00	0.49

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Lord Abbett Correlations

Moving together with Lord Mutual Fund

Moving against Lord Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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