Long Duration
Summary
Summary
KEY FACTS as of 12/31/2019
Vehicles
- This strategy is available as a:
- Separate Account
PORTFOLIO MANAGERS
Portfolio
Portfolio
Allocations are reported as of the date a security transaction is initiated; however, certain transactions may not settle until several days later. Accordingly, cash may appear as a negative allocation as a result of forward-settling instruments such as currency forwards, certain mortgage-backed securities, and U.S. treasury futures. "Other" may include municipal bonds and non-index holdings.
Ratings (other than U.S. Treasury securities or securities issued or backed by U.S. agencies) provided by Standard & Poor's, Moody's, and Fitch. For certain securities that are not rated by any of these three agencies, credit ratings from other agencies may be used. Where the rating agencies rate a security differently, Lord Abbett uses the median, but if there are only two ratings, the lower rating is used. Breakdown is not an S&P credit rating or an opinion of S&P as to the creditworthiness of such portfolio.
Portfolio data is based on the Long Duration Representative Portfolio.
Performance
Performance
Average Annual Returns as of 12/31/2019
| YTD | 1-YR | 3-YR | 5-YR | 10-YR | Since Inception |
|---|
| Gross of Fees | 18.98% | 18.98% | 8.31% | 5.50% | - | 8.21% |
| Net of Fees | 18.65% | 18.65% | 8.00% | 5.21% | - | 7.90% |
| Bloomberg Barclays Long Government/Credit Index | 19.59% | 19.59% | 8.07% | 5.42% | - | 7.52% |
Inception Date: April 1, 2011
Returns for periods of less than one year are not annualized.
Calendar Year Returnsas of 12/31/2019
| 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|
| Gross of Fees | 18.98% | -4.42% | 11.72% | 8.26% | -4.98% | 21.40% | -8.52% | 11.00% | - | - |
| Net of Fees | 18.65% | -4.69% | 11.41% | 7.96% | -5.24% | 21.10% | -8.81% | 10.66% | - | - |
| Bloomberg Barclays Long Government/Credit Index | 19.59% | -4.68% | 10.71% | 6.67% | -3.30% | 19.31% | -8.83% | 8.78% | - | - |