Lord Abbett Market Risk Adjusted Performance
| LCFYX Fund | | | USD 18.33 0.16 0.88% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Lord Abbett Convertible. Coverage may vary depending on data feeds and normalization methods.
Lord Abbett Convertible has current Market Risk Adjusted Performance of 0.0892.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0892 | |
| ER[a] | = | Expected return on investing in Lord Abbett |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Lord Abbett Convertible is rated
fourth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
58.25 of Maximum Drawdown per Market Risk Adjusted Performance. At
58.25 , Lord Abbett Convertible's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators