Lord Abbett Expected Shortfall

Key Indicators . Expected Shortfall . Mutual Funds . USA . 
Fund . Lord Abbett Diversified
LIGFX Fund  USD 17.58  -0.10  -0.57%   
Lord Abbett's current Expected Shortfall is presented alongside peer comparisons and related risk metrics.

Current Expected Shortfall Value

At 0, Lord Abbett's Expected Shortfall indicates its current reading on this measure. This reflects Lord Abbett's positioning relative to its own recent range within Lord Abbett Funds.
Compare Lord Abbett to Peers

Methodology, Assumptions & Data Sources

The current Expected Shortfall for Lord Abbett is 0. Lord Abbett's Expected Shortfall is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Lord Abbett operates in the allocation--30% to 50% equity sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.

Other Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Risk Adjusted Performance0.0323
Market Risk Adjusted Performance0.0352
Mean Deviation0.3579
Semi Deviation0.4152
Downside Deviation0.4759
Coefficient Of Variation2273.34
Standard Deviation0.4794
Variance0.2298
Information Ratio0.0117
Jensen Alpha0.0087
Total Risk Alpha0.0084
Sortino Ratio0.0117
Treynor Ratio0.0252
Maximum Drawdown1.99
Value At Risk-0.86
Potential Upside0.9132
Downside Variance0.2264
Semi Variance0.1724
Expected Short fall-0.41
Skewness0.1214
Kurtosis0.6846
Tools
Analysis
Directory
Company
2026 Macroaxis LLC Made with in San Francisco
Privacy Terms Widgets Feedback
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and conditions page.