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Lord Abbett Micro Cap Growth Fund (LMIYX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US54400V1044
Inception Date
Jul 9, 1999
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Lord Abbett Micro Cap Growth Fund

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Lord Abbett Micro Cap Growth Fund (LMIYX) has returned -5.13% so far this year and 28.22% over the past 12 months. Looking at the last ten years, LMIYX has achieved an annualized return of 18.25%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Lord Abbett Micro Cap Growth Fund

1D
-2.42%
1M
-8.75%
YTD
-5.13%
6M
-2.91%
1Y
28.22%
3Y*
10.44%
5Y*
3.54%
10Y*
18.25%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 9, 1999, LMIYX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Feb 2000 with a return of +23.3%, while the worst month was Oct 2008 at -23.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LMIYX closed higher 53% of trading days. The best single day was Nov 24, 2021 with a return of +28.2%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.82%2.11%-8.75%-5.13%
20250.28%-8.92%-10.05%2.96%7.38%4.85%1.01%6.68%5.72%6.13%0.32%-3.89%11.02%
2024-1.29%7.16%1.82%-6.78%7.21%0.27%4.27%1.76%0.76%3.39%12.24%-4.97%27.28%
20238.74%-0.46%-2.41%0.18%2.17%1.83%3.32%-7.25%-9.64%-11.31%13.93%10.17%6.14%
2022-17.63%0.16%0.37%-13.59%-3.07%-7.48%10.82%3.03%-5.16%7.97%-1.11%-4.44%-29.10%
20217.84%9.73%-5.05%1.30%-5.89%4.85%-5.36%1.50%-5.66%6.50%20.88%1.16%32.54%

Benchmark Metrics

Lord Abbett Micro Cap Growth Fund has an annualized alpha of 7.01%, beta of 1.02, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since July 12, 1999.

  • This fund captured 142.72% of S&P 500 Index gains and 110.33% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 7.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.02 and R² of 0.57, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
7.01%
Beta
1.02
0.57
Upside Capture
142.72%
Downside Capture
110.33%

Expense Ratio

LMIYX has a high expense ratio of 1.12%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LMIYX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LMIYX Risk / Return Rank: 5858
Overall Rank
LMIYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LMIYX Sortino Ratio Rank: 5252
Sortino Ratio Rank
LMIYX Omega Ratio Rank: 3838
Omega Ratio Rank
LMIYX Calmar Ratio Rank: 8080
Calmar Ratio Rank
LMIYX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Lord Abbett Micro Cap Growth Fund (LMIYX) and compare them to a chosen benchmark (S&P 500 Index).


LMIYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.90

+0.09

Sortino ratio

Return per unit of downside risk

1.48

1.39

+0.09

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.95

1.40

+0.55

Martin ratio

Return relative to average drawdown

6.74

6.61

+0.13

Explore LMIYX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Lord Abbett Micro Cap Growth Fund provided a 0.01% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.00$0.00$5.08$5.08$2.37$4.99$2.70$0.00$3.20

Dividend yield

0.01%0.01%0.00%0.00%0.00%22.32%23.16%15.30%37.13%15.17%0.00%21.83%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$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
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$0.00$0.00
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.08$0.00$5.08

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Lord Abbett Micro Cap Growth 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 Micro Cap Growth Fund was 61.35%, occurring on Nov 20, 2008. Recovery took 514 trading sessions.

The current Lord Abbett Micro Cap Growth Fund drawdown is 11.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.35%Oct 24, 2007273Nov 20, 2008514Dec 7, 2010787
-58.79%Mar 13, 2000750Mar 10, 2003762Mar 17, 20061512
-43.37%Feb 21, 202019Mar 18, 202066Jun 22, 202085
-42.86%Nov 26, 2021484Oct 30, 2023472Sep 18, 2025956
-40.63%Jun 23, 2015162Feb 11, 2016356Jul 12, 2017518

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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