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Thrivent Mid Cap Stock A (AASCX)
On
Dec 4
:
11.54
0.15
(1.32%)
MORE ON AASCX
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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
(2004)
:
16.71%
Worst 1 Yr Total Return
(2008)
:
-40.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AASCX
Category
Alpha (against Standard Index)
1.47
2.78
Beta (against Standard Index)
1.06
1.14
Mean Annual Return
-6.45
-0.31
R-squared (against Standard Index)
91
88.48
Standard Deviation
21.64
23.83
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.38
N/A
5 Years
Statistic
AASCX
Category
Alpha (against Standard Index)
2.88
2.11
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
2.72
0.29
R-squared (against Standard Index)
89
86.78
Standard Deviation
18.35
20.06
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.28
N/A
10 Years
Statistic
AASCX
Category
Alpha (against Standard Index)
5.52
6.25
Beta (against Standard Index)
1.00
1.05
Mean Annual Return
4.20
0.54
R-squared (against Standard Index)
74
72.80
Standard Deviation
18.69
19.97
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.23
N/A
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