See what your fund actually adds

Lord Abbett Alpha Strategy Fund Class A ALFAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

ALFAX compared with its replication portfolio
MeasureALFAXReplication
Annualized growth3.8%6.8%
Annualized volatility18.9%18.4%
Sharpe ratio0.290.45
Maximum drawdown33.2%30.1%
Replication fit (R²)0.97 · Tracking error 3.4%

Replication portfolio

The published portfolio below is the investable basket used to model ALFAX’s historical return behavior.

ALFAX replication basket weights
TickerBuilding blockWeight
VBKSmall-Cap · Growth30.9%
IJRUS Small Cap25.1%
IJHUS Mid Cap15.8%
VSSIntl · Small Cap14.4%
MTUMFactor · Momentum13.7%