Lord Abbett Correlations

LIFVX Fund

USD 11.83 0.02 0.17%

The current 90-days correlation between Lord Abbett Inflation and Siit Emerging Markets is 0.17 (i.e., Average 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 0.74 (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 private.

Moving together with LORD Mutual Fund

0.68	ELMFX	Lord Abbett Trust	Pair Corr
0.68	ELMCX	Lord Abbett Trust	Pair Corr
0.76	LFSFX	Lord Abbett Focused	Pair Corr
0.76	LIGFX	Lord Abbett Diversified	Pair Corr
0.98	LIFAX	Lord Abbett Inflation	Pair Corr
0.76	LOISX	Lord Abbett Intermediate	Pair Corr
0.72	LRSOX	Lord Abbett Small	Pair Corr
0.66	LBCQX	Lord Abbett Vertible	Pair Corr
0.8	LBDFX	Lord Abbett Bond	Pair Corr
0.87	LSYIX	Lord Abbett Short	Pair Corr
0.84	LSYFX	Lord Abbett Short	Pair Corr
0.87	LSYNX	Lord Abbett Short	Pair Corr
0.87	LSYQX	Lord Abbett Short	Pair Corr
0.74	LTFOX	Lord Abbett Affiliated	Pair Corr
0.66	LCFYX	Lord Abbett Convertible	Pair Corr
0.85	LDLKX	Lord Abbett Short	Pair Corr
0.74	VTAPX	Vanguard Short Term	Pair Corr
0.82	VTSPX	Vanguard Short Term	Pair Corr
0.76	TRPZX	T Rowe Price	Pair Corr
0.74	TRLDX	T Rowe Price	Pair Corr
0.72	FSTZX	Fidelity Series 0	Pair Corr
0.68	BRUFX	Bruce Fund Bruce	Pair Corr
0.7	SPGSX	State Street Premier	Pair Corr
0.69	KF	Korea Closed	Pair Corr
0.65	CRANX	Community Reinvestment	Pair Corr
0.76	SMOAX	Saat Moderate Strategy	Pair Corr
0.7	JFFAX	Jpmorgan Smartretirement	Pair Corr
0.76	MTRAX	Mainstay Income Builder	Pair Corr

Related Correlations Analysis

	EPASX	EMSLX	TEOJX	ZEMIX	QTERX	HERAX	PIEFX	SEDAX
EPASX		0.82	0.93	0.85	0.92	0.93	0.9	0.86	EPASX
EMSLX	0.82		0.76	0.78	0.74	0.74	0.64	0.91	EMSLX
TEOJX	0.93	0.76		0.93	0.98	0.98	0.98	0.82	TEOJX
ZEMIX	0.85	0.78	0.93		0.94	0.93	0.86	0.86	ZEMIX
QTERX	0.92	0.74	0.98	0.94		0.97	0.96	0.84	QTERX
HERAX	0.93	0.74	0.98	0.93	0.97		0.95	0.82	HERAX
PIEFX	0.9	0.64	0.98	0.86	0.96	0.95		0.71	PIEFX
SEDAX	0.86	0.91	0.82	0.86	0.84	0.82	0.71		SEDAX
	EPASX	EMSLX	TEOJX	ZEMIX	QTERX	HERAX	PIEFX	SEDAX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
EPASX	0.49	0.09	0.06	0.44	0.38	(0.57)	1.40	(0.78)	3.02
EMSLX	0.91	0.35	0.36	0.62	0.32	(1.06)	1.40	(1.63)	19.22
TEOJX	0.61	0.11	0.10	0.24	0.53	(0.71)	1.17	(1.14)	3.17
ZEMIX	0.93	0.37	0.46	0.54	0.00	(1.23)	1.54	(1.09)	20.20
QTERX	0.63	0.14	0.16	0.32	0.44	(0.79)	1.27	(1.09)	3.21
HERAX	0.60	0.13	0.11	0.84	0.46	(0.73)	1.11	(0.93)	2.85
PIEFX	0.75	0.11	0.10	0.20	0.64	(0.87)	1.67	(1.21)	3.80
SEDAX	0.18	0.06	0.01	0.44	0.00	(0.25)	0.53	(0.33)	1.00

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Lord Abbett Correlations

Lord Abbett Correlation With Market

Poor diversification

Moving together with LORD Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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