Lord Abbett Correlations

Mutual Funds . USA . 
Fund . Lord Abbett Inflation
LIFQX Fund  USD 11.77  0.02  0.17%   
The current 90-days correlation between Lord Abbett Inflation and Lord Abbett Focused is 0.04 (i.e., Significant diversification). The correlation of Lord Abbett is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Lord Abbett Correlation With Market

Poor diversification

The correlation between Lord Abbett Inflation and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lord Abbett Inflation and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lord Abbett Inflation. 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 small area income & poverty estimates.

Moving together with Lord Mutual Fund

  0.73ELMFX Lord Abbett TrustPairCorr
  0.73ELMCX Lord Abbett TrustPairCorr
  0.69LFSFX Lord Abbett FocusedPairCorr
  0.62LFRAX Floating RatePairCorr
  0.61LFRFX Floating RatePairCorr
  0.63LFRIX Floating RatePairCorr
  0.64LFROX Lord Abbett FloatingPairCorr
  0.69LFVAX Lord Abbett FocusedPairCorr
  0.69LFVCX Lord Abbett FocusedPairCorr
  0.75HYMOX Lord Abbett HighPairCorr
  0.79HYMQX Lord Abbett ShortPairCorr
  0.78HYMAX Lord Abbett HighPairCorr
  0.71HYMCX Lord Abbett HighPairCorr
  0.77HYMFX Lord Abbett HighPairCorr
  0.77HYMIX Lord Abbett HighPairCorr
  0.74LGCAX Lord Abbett GlobalPairCorr
  0.75LGCFX Lord Abbett GlobalPairCorr
  0.75LGCCX Lord Abbett GlobalPairCorr
  0.75LGCRX Lord Abbett GlobalPairCorr
  0.75LGCOX Lord Abbett GlobalPairCorr
  0.75LGCVX Lord Abbett GlobalPairCorr
  0.75LGCSX Lord Abbett GlobalPairCorr
  0.75LGCYX Lord Abbett GlobalPairCorr
  0.75LGCWX Lord Abbett GlobalPairCorr
  0.73EMILX Lord Abbett EmergingPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Lord Mutual Fund performing well and Lord Abbett Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Lord Abbett's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
ELMFX  0.77  0.09  0.07  0.21  0.68 
(0.85)
 2.09 
(1.51)
 4.12 
ELMCX  0.77  0.09  0.07  0.21  0.68 
(0.87)
 2.01 
(1.48)
 4.21 
LFSFX  0.93  0.19  0.21  0.24  0.64 
(1.17)
 3.21 
(1.51)
 6.86 
LFRAX  0.06  0.00 (0.55)(0.01) 0.00 
(0.20)
 0.13 
(0.12)
 0.88 
LFRFX  0.08  0.00 (0.46)(0.07) 0.00 
(0.19)
 0.13 
(0.25)
 0.88 
LFRIX  0.06  0.00 (0.43)(0.08) 0.00 
(0.21)
 0.13 
(0.12)
 1.00 
LFRRX  0.05  0.00 (0.40)(0.11) 0.00 
(0.21)
 0.12 
(0.12)
 0.87 
LFROX  0.07  0.00 (0.49)(0.08) 0.00 
(0.21)
 0.13 
(0.13)
 0.87 
LFVAX  0.94  0.20  0.22  0.24  0.64 
(1.16)
 3.21 
(1.57)
 7.47 
LFVCX  0.94  0.19  0.21  0.24  0.64 
(1.15)
 3.18 
(1.54)
 7.20 

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