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Lord Abbett Alpha Strategy Fund (ALFAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS5439157638
CUSIP543915763
IssuerLord Abbett
Inception DateMar 18, 1998
CategorySmall Cap Growth Equities
Min. Investment$1,500
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

The Lord Abbett Alpha Strategy Fund has a high expense ratio of 1.40%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.40%

Share Price Chart


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Lord Abbett Alpha Strategy Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lord Abbett Alpha Strategy Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%OctoberNovemberDecember2024FebruaryMarch
588.44%
374.07%
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lord Abbett Alpha Strategy Fund had a return of 7.09% year-to-date (YTD) and 18.97% in the last 12 months. Over the past 10 years, Lord Abbett Alpha Strategy Fund had an annualized return of 7.35%, while the S&P 500 had an annualized return of 10.96%, indicating that Lord Abbett Alpha Strategy Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.09%10.04%
1 month3.68%3.53%
6 months19.82%22.79%
1 year18.97%32.16%
5 years (annualized)7.97%13.15%
10 years (annualized)7.35%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.04%5.02%
2023-3.96%-6.19%-6.36%9.14%8.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Lord Abbett Alpha Strategy Fund (ALFAX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ALFAX
Lord Abbett Alpha Strategy Fund
1.22
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Lord Abbett Alpha Strategy Fund Sharpe ratio is 1.22. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.22
2.76
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Lord Abbett Alpha Strategy Fund granted a 0.43% dividend yield in the last twelve months. The annual payout for that period amounted to $0.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.11$0.11$1.42$1.53$2.09$3.29$3.42$3.18$2.93$4.00$3.42$2.41

Dividend yield

0.43%0.46%6.94%5.38%7.99%14.66%16.61%11.96%11.85%15.83%11.54%7.51%

Monthly Dividends

The table displays the monthly dividend distributions for Lord Abbett Alpha Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.42
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.53
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.09
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.29
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.42
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.18
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.93
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.42
2013$2.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.64%
0
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lord Abbett Alpha Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lord Abbett Alpha Strategy Fund was 57.11%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current Lord Abbett Alpha Strategy Fund drawdown is 11.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.11%Nov 1, 2007338Mar 9, 2009460Jan 3, 2011798
-49.44%Mar 13, 2000644Oct 9, 2002704Jul 28, 20051348
-40.29%Feb 20, 202023Mar 23, 2020136Oct 5, 2020159
-33.88%Nov 9, 2021221Sep 26, 2022
-31.77%Jul 21, 199858Oct 8, 1998147May 3, 1999205

Volatility

Volatility Chart

The current Lord Abbett Alpha Strategy Fund volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.54%
2.82%
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)