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Thrivent Partner Small Cap Value A (AALVX)
On
Dec 4
:
11.94
0.28
(2.40%)
MORE ON AALVX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.47%
Worst 1 Yr Total Return
(2008)
:
-27.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AALVX
Category
Alpha (against Standard Index)
4.94
1.01
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
-4.24
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
23.95
24.84
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.83
N/A
5 Years
Statistic
AALVX
Category
Alpha (against Standard Index)
3.84
1.42
Beta (against Standard Index)
1.16
1.21
Mean Annual Return
3.24
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
20.32
21.07
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.18
N/A
10 Years
Statistic
AALVX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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