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LORD ABBETT TOTAL RETURN FUND CLASS R6

Alpha 1 Year1.53 Alpha 3 Years0.28 Alpha 5 Years0.49 Average Gain 1 Year1.72 Average Gain 3 Years1.70 Average Gain 5 Years1.43 Average Loss 1 Year-1.56 Average Loss 3 Years-1.57 Average Loss 5 Years-1.36 Batting Average 1 Year75.00 Batting Average 3 Years66.67 Batting Average 5 Years70.00 Beta 1 Year0.95 Beta 3 Years0.97 Beta 5 Years0.98 Capture Ratio Down 1 Year82.06 Capture Ratio Down 3 Years92.88 Capture Ratio Down 5 Years98.37 Capture Ratio Up 1 Year98.63 Capture Ratio Up 3 Years94.94 Capture Ratio Up 5 Years104.67 Correlation 1 Year99.80 Correlation 3 Years99.05 Correlation 5 Years94.71 High 1 Year8.87 Information Ratio 1 Year2.52 Information Ratio 3 Years0.40 Information Ratio 5 Years0.24 Low 1 Year8.18 Maximum Loss 1 Year-4.42 Maximum Loss 3 Years-16.89 Maximum Loss 5 Years-16.89 Performance Current Year2.16 Performance since Inception206.27 Risk adjusted Return 3 Years-6.19 Risk adjusted Return 5 Years-2.27 Risk adjusted Return Since Inception-3.84 R-Squared (R²) 1 Year99.60 R-Squared (R²) 3 Years98.12 R-Squared (R²) 5 Years89.70 Sortino Ratio 1 Year-0.45 Sortino Ratio 3 Years-0.98 Sortino Ratio 5 Years-0.34 Tracking Error 1 Year0.61 Tracking Error 3 Years1.00 Tracking Error 5 Years2.07 Trailing Performance 1 Month1.80 Trailing Performance 1 Week0.54 Trailing Performance 1 Year5.93 Trailing Performance 10 Years19.81 Trailing Performance 2 Years3.03 Trailing Performance 3 Months4.48 Trailing Performance 3 Years-6.88 Trailing Performance 4 Years-4.49 Trailing Performance 5 Years2.96 Trailing Performance 6 Months2.57 Trailing Return 1 Month0.98 Trailing Return 1 Year4.17 Trailing Return 2 Months2.61 Trailing Return 2 Years1.90 Trailing Return 3 Months0.34 Trailing Return 3 Years-2.63 Trailing Return 4 Years-0.98 Trailing Return 5 Years0.27 Trailing Return 6 Months0.33 Trailing Return 6 Years1.47 Trailing Return 7 Years1.20 Trailing Return 8 Years1.24 Trailing Return 9 Months7.06 Trailing Return 9 Years1.65 Trailing Return Since Inception1.65 Trailing Return YTD - Year to Date0.33 Treynor Ratio 1 Year-2.64 Treynor Ratio 3 Years-6.10 Treynor Ratio 5 Years-1.95

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Martina Birk

Update: 2024-07-03