LORD ABBETT Total Risk Alpha
| LIGFX Fund | | | USD 17.32 -0.02 -0.12% |
LORD ABBETT total risk alpha lookup summarizes this and related technical indicators for Lord Abbett Diversified. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. LORD ABBETT has P/E of 15.43. Use
Correlation Analysis to explore allocation context. This includes a position in Lord Abbett Diversified 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 price.
Lord Abbett Diversified has current Total Risk Alpha of 0.0116. 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] |
| = | 0.0116 | |
| 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 Diversified is ranked
second relative to mutual funds in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
152.78 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Lord Abbett Diversified is roughly
152.78 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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