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Thrivent Large Cap Stock A (AALGX)
On
Dec 8
:
19.71
0.19
(0.95%)
MORE ON AALGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.58%
Worst 1 Yr Total Return
(2008)
:
-38.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AALGX
Category
Alpha (against Standard Index)
-0.24
0.38
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-7.00
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.22
20.09
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-9.64
N/A
5 Years
Statistic
AALGX
Category
Alpha (against Standard Index)
-0.75
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-0.33
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
15.65
16.47
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.44
N/A
10 Years
Statistic
AALGX
Category
Alpha (against Standard Index)
-1.07
0.84
Beta (against Standard Index)
0.91
0.97
Mean Annual Return
-1.61
0.11
R-squared (against Standard Index)
95
91.16
Standard Deviation
15.05
16.35
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.03
N/A
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