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Lord Abbett International Equity F3 (LICOX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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15.63
+0.10
(+0.64%)
At close: 08:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★
Number of years up
4
Number of years down
2
Best 1-yr total return (30 May 2024)
21.80%
Worst 1-yr total return (30 May 2024)
N/A
Risk statistics
3 years
LICOX
Category average
5 years
LICOX
Category average
10 years
LICOX
Category average
Alpha
0.98
-0.01
1.91
-0.01
-0.08
0.01
BETA
1
0.01
0.98
0.01
0.95
0.01
Mean annual return
0.22
0.01
0.69
0.01
0.4
0.01
R-squared
93.67
0.95
95.33
0.94
93.67
0.93
Standard deviation
17
0.18
17.66
0.15
14.81
0.15
Sharpe ratio
-0.03
0
0.34
0.01
0.22
0
Treynor ratio
-1.88
0.07
4.84
0.09
2.3
0.05
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