LORD ABBETT Total Risk Alpha
| LHYVX Fund | | | USD 6.27 -0.03 -0.48% |
The Total Risk Alpha lookup presents technical context for Lord Abbett High and related instruments. Coverage varies by data normalization and availability; see
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Correlation Analysis provides context for diversified portfolio design. Clearer exposure analysis supports long-term portfolio balance. This includes a position in Lord Abbett High in the portfolio view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Lord Abbett High has current Total Risk Alpha of
-0.0011. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.0011 | |
| ER[a] | = | Expected return on investing in LORD ABBETT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on LORD ABBETT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
LORD ABBETT Total Risk Alpha Peers Comparison
LORD Total Risk Alpha Relative To Other Indicators
Lord Abbett High is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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