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

Fund Info

ISIN

US5439157638

CUSIP

543915763

Issuer

Lord Abbett

Inception Date

Mar 18, 1998

Min. Investment

$1,500

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

ALFAX has a high expense ratio of 1.40%, indicating higher-than-average management fees.


Expense ratio chart for ALFAX: current value at 1.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
114.58%
430.40%
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)

Returns By Period

Lord Abbett Alpha Strategy Fund had a return of 13.10% year-to-date (YTD) and 13.59% in the last 12 months. Over the past 10 years, Lord Abbett Alpha Strategy Fund had an annualized return of -1.64%, while the S&P 500 had an annualized return of 11.01%, indicating that Lord Abbett Alpha Strategy Fund did not perform as well as the benchmark.


ALFAX

YTD

13.10%

1M

-1.91%

6M

7.57%

1Y

13.59%

5Y*

3.76%

10Y*

-1.64%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of ALFAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.04%5.02%3.29%-5.80%5.47%-0.81%5.80%1.31%0.72%-1.97%8.07%13.10%
20238.87%-1.13%-1.55%-0.51%-1.39%5.52%3.71%-3.96%-6.19%-6.36%9.14%8.33%13.48%
2022-9.65%-0.27%-1.21%-9.18%0.35%-9.34%8.68%-2.81%-9.21%8.50%4.58%-10.31%-28.21%
20212.06%7.53%0.28%4.38%-0.87%0.20%-1.31%2.00%-3.13%4.36%-4.51%-0.34%10.51%
2020-1.69%-7.71%-21.34%14.12%9.26%3.86%4.44%4.62%-1.77%1.57%15.85%1.31%18.26%
201910.64%5.75%-1.33%3.53%-6.91%7.51%-0.08%-3.98%-0.04%1.78%3.49%-9.89%8.89%
20183.57%-3.16%0.52%0.67%4.93%0.78%0.28%6.08%-0.72%-11.71%0.41%-22.12%-21.74%
20172.06%1.63%0.94%1.39%0.19%2.32%1.71%-0.26%4.22%1.72%2.28%-10.07%7.65%
2016-8.50%-1.25%7.71%0.65%2.42%-0.91%5.37%0.98%1.31%-4.25%5.97%-10.11%-2.25%
2015-2.20%6.56%1.36%-0.83%2.19%0.54%-0.13%-6.85%-3.31%3.91%1.71%-16.03%-14.08%
2014-1.46%5.50%-1.29%-3.64%0.16%4.88%-6.00%3.83%-4.46%4.25%0.52%-7.74%-6.36%
20135.81%1.36%5.11%0.11%3.76%0.60%6.19%-2.11%7.00%2.61%3.16%-0.84%37.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALFAX is 40, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ALFAX is 4040
Overall Rank
The Sharpe Ratio Rank of ALFAX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ALFAX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ALFAX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of ALFAX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ALFAX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lord Abbett Alpha Strategy Fund (ALFAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ALFAX, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.911.90
The chart of Sortino ratio for ALFAX, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.352.54
The chart of Omega ratio for ALFAX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.35
The chart of Calmar ratio for ALFAX, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.512.81
The chart of Martin ratio for ALFAX, currently valued at 5.58, compared to the broader market0.0020.0040.0060.005.5812.39
ALFAX
^GSPC

The current Lord Abbett Alpha Strategy Fund Sharpe ratio is 0.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lord Abbett Alpha Strategy Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.91
1.90
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Lord Abbett Alpha Strategy Fund provided a 0.07% dividend yield over the last twelve months, with an annual payout of $0.02 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.02$0.02$0.07$0.41$0.36$0.00$0.26$0.00$0.00$0.19$0.48$1.29

Dividend yield

0.07%0.08%0.36%1.45%1.38%0.00%1.27%0.00%0.00%0.73%1.63%4.02%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$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$0.02$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2013$1.29$1.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.58%
-3.58%
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 62.76%, occurring on Mar 9, 2009. Recovery took 1050 trading sessions.

The current Lord Abbett Alpha Strategy Fund drawdown is 17.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.76%Nov 1, 2007338Mar 9, 20091050May 10, 20131388
-57.87%Mar 5, 20141524Mar 23, 2020
-52.61%Mar 13, 2000644Oct 9, 2002792Dec 1, 20051436
-31.77%Jul 21, 199858Oct 8, 1998147May 3, 1999205
-17.08%May 11, 200623Jun 13, 2006158Jan 31, 2007181

Volatility

Volatility Chart

The current Lord Abbett Alpha Strategy Fund volatility is 5.22%, 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
3.64%
ALFAX (Lord Abbett Alpha Strategy Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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